Tests of conditional mean-variance efficiency of the US stock market
Year of publication: |
1995
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Other Persons: | Engel, Charles (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 2.1995, 1, p. 3-18
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Subject: | CAPM | Zeitreihenanalyse | Time series analysis | USA | United States | 1955-1984 |
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