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 |
-
Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele, (1993)
-
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles, (1993)
-
Gallati, Reto Rolf, (1993)
- More ...
-
A robust version of the KPSS test based on indicators
Jong, Robert M. de, (2007)
-
A post-truncation parameterization of truncated normal technical inefficiency
Amsler, Christine Elaine, (2015)
-
Estimation and inference in parametric deterministic frontier models
Amsler, Christine Elaine, (2013)
- More ...