Das Surrogatproblem bei "multivariaten" CAPM-Tests : Konsequenzen der Nichtbeobachtbarkeit des Marktportefeuilles bei der empirischen Validierung des CAPM
Year of publication: |
1997
|
---|---|
Authors: | Hamerle, Alfred |
Other Persons: | Rösch, Daniel (contributor) |
Published in: |
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF. - Wiesbaden : Springer Gabler, ISSN 0341-2687, ZDB-ID 1086398-9. - Vol. 49.1997, 10, p. 858-876
|
Subject: | CAPM | Schätztheorie | Estimation theory | Aktienindex | Stock index | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P., (1996)
-
Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael, (1993)
-
Warfsmann, Jürgen, (1993)
- More ...
-
Credit Risk Factor Modeling and the Basel II IRB Approach
Hamerle, Alfred, (2003)
-
Multiyear Risk of Credit Losses in SME Portfolios
Hamerle, Alfred, (2007)
-
Parameterizing Credit Risk Models
Hamerle, Alfred, (2006)
- More ...