Testing Beta-Pricing Models Using Large Cross-Sections
Year of publication: |
2017
|
---|---|
Authors: | Raponi, Valentina |
Other Persons: | Robotti, Cesare (contributor) ; Zaffaroni, Paolo (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Betafaktor | Beta risk | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2924882 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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