Evaluating a non-linear asset pricing model on international data
Year of publication: |
2008
|
---|---|
Authors: | Asgharian, Hossein ; Karlsson, Sonnie |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 3, p. 604-621
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
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