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
|
|---|---|
| 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 11142170. - Vol. 49.2009, 4, p. 1460-1475
|