Empirical Performance of "Multivariate" CAPM-Tests
Year of publication: |
1996
|
---|---|
Authors: | Hamerle, Alfred |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Stuttgart : Lucius und Lucius, ISSN 0021-4027, ZDB-ID 215643x. - Vol. 215.1996, 2, p. 228-244
|
Saved in:
Saved in favorites
Similar items by person
-
Credit Risk Factor Modeling and the Basel II IRB Approach
Hamerle, Alfred, (2003)
-
Forecasting Credit Portfolio Risk
Hamerle, Alfred, (2004)
-
Incorporating prediction and estimation risk in point-in-time credit portfolio models
Hamerle, Alfred, (2005)
- More ...