An empirical investigation of asset pricing models under divergent lending and borrowing rates
Year of publication: |
2014
|
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Authors: | Hammami, Yacine |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 3, p. 263-279
|
Subject: | Asset pricing models | Two-pass cross-sectional regressions | Zero-beta portfolio | Misspecification-robust t-ratio | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | USA | United States | Theorie | Theory | CAPM | Risikoprämie | Risk premium |
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