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Review of quantitative finance and accounting
European journal of operational research : EJOR
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First International Conference on Resource Efficiency in Interorganizational Networks : ResEff 2013 ; November 13th - 14th, 2013, Georg-August-Universität Göttingen ; Papers
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The effect of time-varying covariances on asset risk premia : a test of an intertemporal CAPM
Nanisetty, Prasad
;
Bharati, Rakesh
;
Gupta, Manoj
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 205-220
Persistent link: https://www.econbiz.de/10001467560
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The Effect of Time-Varying Covariances on Asset Risk Premia: A Test of an Intertemporal CAPM
Nanisetty, Prasad
;
Bharati, Rakesh
;
Gupta, Manoj
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 205
Persistent link: https://www.econbiz.de/10007205453
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