Yes, the CAPM is testable
Year of publication: |
2014
|
---|---|
Authors: | Guermat, Cherif |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 46.2014, C, p. 31-42
|
Publisher: |
Elsevier |
Subject: | CAPM | Market portfolio | OLS | GLS |
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