๐”– Bobbio Scriptorium
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A Note on Capital Asset Pricing Model Under Uncertain Inflation

โœ Scribed by Pyun, C. S.


Book ID
121868301
Publisher
School of Business Administration, University of Washington
Year
1980
Tongue
English
Weight
639 KB
Volume
15
Category
Article
ISSN
0022-1090

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Testing the capital asset pricing model
โœ Douglas J. Hodgson; Oliver Linton; Keith Vorkink ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 209 KB

## Abstract We develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically symmetric; this assumption is necessary and sufficient for the validity of the CAPM. Our test is based on semiparametr