CAPM estimates : can data frequency and time period lend a hand?
Year of publication: |
June 2016
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Khalid, Saniya ; Ameer, Saba |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 2, p. 1-12
|
Subject: | CAPM | beta | Markowitz mean-variance framework | Theorie | Theory | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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