The non-relevance of the elusive holy grail of asset pricing tests : the "true" market portfolio does not alter CAPM validity conclusions
Year of publication: |
2009
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Authors: | Low, Cheekiat ; Nayak, Subhankar |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 4, p. 1460-1475
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Subject: | Portfolio-Management | Portfolio selection | CAPM | Statistischer Test | Statistical test | USA | United States | 1926-2003 |
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