The International CAPM Redux

Author:

Brusa Francesca,Ramadorai Tarun,Verdelhan Adrien

Publisher

Elsevier BV

Reference11 articles.

1. International Portfolio Choice and Corporation Finance: A Synthesis;Michael Adler;The Journal of Finance,1983

2. The Arbitrage Theory of Capital Asset Pricing;Stephen Ross;Journal of Economic Theory,1976

3. On the Estimation of Beta-Pricing Models;Jay Shanken;Review of Financial Studies,1992

4. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk*;William F Sharpe;The Journal of Finance,1964

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