Limiting investment opportunity sets, asset pricing, and the Roll critique
Year of publication: |
2024
|
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Authors: | Korkie, Robert M. ; Turtle, Harry J. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 1, p. 4-14
|
Subject: | Limiting investment opportunity sets | asset pricing | Roll's critique | upper bounded Sharpe ratios and market risk prices | spanning tests | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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