The varying risk market model : a reexamination based on heteroskedastic conditions and other statistical robustness tests
Year of publication: |
1999
|
---|---|
Authors: | Graham, J. Edward ; Saporoschenko, Andrew |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 38.1999, 1, p. 25-45
|
Subject: | CAPM | Betafaktor | Beta risk | USA | United States | Heteroskedastizität | Heteroscedasticity | 1926-1990 |
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