Conditional beta pricing models : a nonparametric approach
Eva Ferreira; Javier Gil-Bazo; Susan Orbe
| Year of publication: |
2011
|
|---|---|
| Authors: | Ferreira, Eva ; Gil-Bazo, Javier ; Orbe-Mandaluniz, Susan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 12, p. 3362-3382
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | USA | United States | Theorie | Theory | CAPM | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009384179