✦ LIBER ✦

Testing the conditional CAPM and the effect of intervaling: A note

✍ Scribed by Timothy J Brailsford; Robert W Faff

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multivariate tests of the capm under het

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

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✍ Robert Jarrow; Andrew Rudd 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 345 KB

A NOTE ON THE GENERALIZED MULTIBETA CAPM

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

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✍ Kiyoshi Ishii; Yuko Yamada; Yutaka Hishimura; Yasuaki Haga 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

A test of the intertemporal CAPM in the

✍ Robert Faff; Howard Chan 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 125 KB

Testing the CAPM with broader market ind

✍ Robert F. Stambaugh 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 713 KB