✦ LIBER ✦

A comparison of the APT and CAPM a note

✍ Scribed by Robert Jarrow; Andrew Rudd

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multi-Beta CAPM or Equilibrium-APT?: A R

✍ Jay Shanken 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 234 KB

THE CAPM, THE APT AND A CONTINGENT CLAIM

✍ Andrew Clare 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 970 KB

A NOTE ON THE GENERALIZED MULTIBETA CAPM

✍ Cheng-Few Lee; Haim Reisman; Yusif Simaan 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 93 KB

Multivariate tests of the capm under het

✍ Ronald L. Moy; Ahyee Lee; Thomas P. Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Testing the conditional CAPM and the eff

✍ Timothy J Brailsford; Robert W Faff 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 75 KB

A Note on CAPM Betas under the Carbon Ta

✍ Taiji Watanabe 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 68 KB