Specification tests of asset pricing models using excess returns
Year of publication: |
2008
|
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Authors: | Kan, Raymond ; Robotti, Cesare |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 5, p. 816-838
|
Subject: | CAPM | Modellierung | Scientific modelling |
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