Jensen's alpha estimation models in capital asset pricing model
Year of publication: |
August 2018
|
---|---|
Authors: | Le Tan Phuoc |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4637, ZDB-ID 2897101-2. - Vol. 5.2018, 3, p. 19-29
|
Subject: | Jensen's Alpha | Market Efficiency | Capital Asset Pricing Model | Bayes Estimator | Jackknife Resampling Methodology | CAPM | Schätztheorie | Estimation theory | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
-
Multiscale optimal portfolios using CAPM fractal regression : estimation for emerging stock markets
Tilfani, Oussama, (2020)
-
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
-
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan, (2019)
- More ...
-
Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc, (2018)
- More ...