Empirical testing of arbitrage pricing theory in the Indian stock market : factor analysis approach
Year of publication: |
2019
|
---|---|
Authors: | Menani, Shikha ; Jhamb, H. V. |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 40.2019, 2, p. 61-95
|
Subject: | Asset Pricing | Portfolio | Capital Asset Pricing | Arbitrage | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Indien | India | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment |
-
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid, (2017)
-
DeLisle, R. Jared, (2016)
-
The term structure of sharpe ratios and arbitrage-free asset pricing in continuous time
Beißner, Patrick, (2018)
- More ...
-
WTO and agreement on agriculture
Jhamb, H. V., (2004)
-
Sanitary and phytosanitary regulations : WTO
Jhamb, H. V., (2004)
- More ...