Simulating and forecasting utility stock returns : arbitrage pricing theory vs. capital asset pricing model
Year of publication: |
1990
|
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Authors: | Bubnys, Edward L. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 25.1990, 1, p. 1-23
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | CAPM | Arbitrage | Theorie | Theory | USA | United States | 1974-1983 |
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