Evaluation of linear asset pricing models by implied portfolio performance
Year of publication: |
2009
|
---|---|
Authors: | Balvers, Ronald J. ; Huang, Dayong |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 9, p. 1586-1596
|
Subject: | CAPM |
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