A note on a mean-lower partial moment CAPM without risk-free asset
Year of publication: |
2019
|
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Authors: | Mondal, Dipankar ; Selvaraju, N. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 47.2019, 4, p. 264-269
|
Subject: | CAPM | Lower partial moment | Zero-beta CAPM | Theorie | Theory |
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