On the sensitivity of the Black capital asset pricing model to the market portfolio
Year of publication: |
2013
|
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Authors: | Buckley, Winston S. ; Harris, Oneil ; Perera, Sandun |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 3, p. 177-189
|
Subject: | Asset pricing | Black CAPM | global minimum variance asset | zero-beta asset | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
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