A test of the homogeneity of asset pricing models
Year of publication: |
2006
|
---|---|
Authors: | Barone-Adesi, Giovanni ; Gagliardini, Patrick ; Urga, Giovanni |
Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 223-230
|
Subject: | Theorie | Theory | CAPM | Statistischer Test | Statistical test |
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