CAPM and the changing distribution of historical returns
Year of publication: |
May 2017
|
---|---|
Authors: | Shahi, Chandana ; Shaffer, Sherrill |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 7/9, p. 639-642
|
Subject: | CAPM | modern portfolio theory | intertemporal shifts | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
-
Protected Adaptive Asset Allocation
Bellu, Mirko, (2020)
-
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros, (2014)
-
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
- More ...
-
Credit Union Policies and Performances in Latin America
Westley, Glenn, (1997)
-
Bank Loans to Newly Public Firms
Shaffer, Sherrill, (2013)
-
Viability of traditional banking activities : evidence from shifts in conduct and excess capacity
Shaffer, Sherrill, (1994)
- More ...