A Monte Carlo investigation of the accuracy of multivariate CAPM tests
Year of publication: |
1985
|
---|---|
Authors: | Amsler, Christine Elaine |
Other Persons: | Schmidt, Peter (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 14.1985, 3, p. 359-375
|
Subject: | CAPM | Theorie | Theory |
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