Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10011974592
Persistent link: https://www.econbiz.de/10011928444
Persistent link: https://www.econbiz.de/10010340015
Persistent link: https://www.econbiz.de/10014472430
Persistent link: https://www.econbiz.de/10015046944
Persistent link: https://www.econbiz.de/10011754143
Persistent link: https://www.econbiz.de/10015066024
Persistent link: https://www.econbiz.de/10012062782
The article presents an empirical validation for mean-variance CAPM, using a Downside and Higher-moment framework of CAPM in the Russian stock market. The authors test the unconditional and conditional CAPM specifications on a sample of weekly returns of the most liquid Russian stocks over the...
Persistent link: https://www.econbiz.de/10013111542
The article presents an empirical validation for mean-variance CAPM, using a Downside and Higher-moment framework of CAPM in the Russian stock market. The authors test the unconditional and conditional CAPM specifications on a sample of weekly returns of the most liquid Russian stocks over the...
Persistent link: https://www.econbiz.de/10013113429