How a single-factor CAPM works in a multi-currency world
Year of publication: |
2016
|
---|---|
Authors: | Thomson, Robert ; Şahin, Şule ; Reddy, Taryn |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 1, p. 103-139
|
Subject: | International CAPM | multi-currency CAPM (SFM-CAPM) | Theorie | Theory | CAPM |
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