The robustness of risk-return nonlinearities to the normality assumption
Year of publication: |
1992
|
---|---|
Authors: | Carroll, Carolyn A. |
Other Persons: | Thistle, Paul D. (contributor) ; Wei, K. C. John (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 3, p. 419-435
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | USA | United States | 1926-1988 |
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