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

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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
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-444382024-11-11T08:09:09Z The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions Low, C. Nayak, S. FINANCE CAPM Fama-MacBeth tests Market portfolio Roll's critique 10.1016/j.qref.2009.05.001 Quarterly Review of Economics and Finance 49 4 1460-1475 2013-10-09T08:06:26Z 2013-10-09T08:06:26Z 2009 Article Low, C., Nayak, S. (2009). The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions. Quarterly Review of Economics and Finance 49 (4) : 1460-1475. ScholarBank@NUS Repository. https://doi.org/10.1016/j.qref.2009.05.001 10629769 http://scholarbank.nus.edu.sg/handle/10635/44438 000437618500013 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	CAPM Fama-MacBeth tests Market portfolio Roll's critique
spellingShingle	CAPM Fama-MacBeth tests Market portfolio Roll's critique Low, C. Nayak, S. The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
description	10.1016/j.qref.2009.05.001
author2	FINANCE
author_facet	FINANCE Low, C. Nayak, S.
format	Article
author	Low, C. Nayak, S.
author_sort	Low, C.
title	The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
title_short	The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
title_full	The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
title_fullStr	The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
title_full_unstemmed	The non-relevance of the elusive holy grail of asset pricing tests: The "true" market portfolio does not alter CAPM validity conclusions
title_sort	non-relevance of the elusive holy grail of asset pricing tests: the "true" market portfolio does not alter capm validity conclusions
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44438
_version_	1821233397185380352

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

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