Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Year of publication: |
2010
|
---|---|
Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 4, p. 763-782
|
Subject: | Statistische Verteilung | Statistical distribution | CAPM | Theorie | Theory | Statistischer Test | Statistical test | Multivariate Analyse | Multivariate analysis |
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