International capital asset pricing model : the case of asymmetric information and short-sale
Year of publication: |
2019
|
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Authors: | Bellalah, Makram ; Dammak, Fredj Amine |
Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 161-173
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Subject: | Asset allocation | International market | Information costs | Short sale | Home bias | Theorie | Theory | CAPM | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Portfoliodiversifikation | Portfolio diversification | Leerverkauf | Short selling | Portfolio-Investition | Foreign portfolio investment | Aktienmarkt | Stock market |
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