A testable version of the Pareto-stable CAPM-Reference-Cited by-同舟云学术

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A testable version of the Pareto-stable CAPM

Published:1999-05 Issue:10-12 Volume:29 Page:61-81
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Gamrowski B.,Rachev S.T.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference53 articles.

1. Risk, return and equilibrium;Fama;Journal of Political Economy,1970

2. Mutual fund separation in financial theory—The separating distributions;Ross;Journal of Economic Theory,1978

3. Stable Non-Gaussian Random Processes;Samorodnitsky,1994

4. Stable laws in testable asset pricing;Gamrowski,1993

5. Beta and Return;Black,1993

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