The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions

The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions

10.1016/j.qref.2009.05.001

Saved in:
Bibliographic Details
Main Authors: Low, C., Nayak, S.
Other Authors: FINANCE
Format: Article
Published: 2013
Subjects:
CAPM
Fama-MacBeth tests
Market portfolio
Roll's critique
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44438
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44438

Similar Items