Multivariate test of Sharpe-Lintner CAPM with time-varying beta
Year of publication: |
2007
|
---|---|
Authors: | Wu, P.-S. ; Chiou, Jer-shiou |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 4/6, p. 335-341
|
Subject: | Theorie | Theory | CAPM | Betafaktor | Beta risk | Schätzung | Estimation |
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