On the exclusion of assets from tests of the two-parameter model : a sensitivity analysis
Year of publication: |
1982
|
---|---|
Authors: | Stambaugh, Robert F. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 10.1982, 3, p. 237-268
|
Subject: | Kapitalanlage Portefeuilleplanung |
-
Investor benefits from international portfolio diversification
Novack, Sheldon, (1973)
-
Optimization of bank portfolios
Beazer, William Frank, (1975)
-
Investment analysis and management
Curley, Anthony J., (1979)
- More ...
-
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel, (1994)
-
Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel, (1994)
-
Missing assets, measuring the market, and testing the capital asset pricing model
Stambaugh, Robert F., (1981)
- More ...