A new test of the three-moment capital asset pricing model
Year of publication: |
1989
|
---|---|
Authors: | Lim, Kian-Guan |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 2, p. 205-216
|
Subject: | GMM | Generalized Method of Payment | CAPM | Theorie | Theory | USA | United States | 1933-1982 |
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