Extra-market sensitivity to a gold price factor : evidence from national market portfolios
Year of publication: |
1999
|
---|---|
Authors: | Davidson, Sinclair ; Faff, Robert W. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 23.1999, 3, p. 1-14
|
Subject: | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Welt | World | Gold | 1975-1994 |
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