Conditional beta pricing models : a nonparametric approach
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: | CAPM | Theorie | Theory | Betafaktor | Beta risk | Nichtparametrisches Verfahren | Nonparametric statistics |
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