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:
Main Authors: | Low, C., Nayak, S. |
---|---|
Other Authors: | FINANCE |
Format: | Article |
Published: |
2013
|
Subjects: | |
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 |
Similar Items
-
Statistical understanding of the Farna-French factor model
by: CHUA YAN RU
Published: (2012) -
Stock price prediction using sentic API
by: Phoa, Justyn Zairen
Published: (2024) -
An elusive search for the Holy Grail via Japan’s Lost Decade
by: Knowledge@SMU
Published: (2009) -
A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction
by: Bao, Te, et al.
Published: (2019) -
Stablecoins: The cryptocurrency Holy Grail?
by: Singapore Management University
Published: (2019)