ALTERNATIVE TESTS OF THE ZERO-BETA CAPM
Author:
Affiliation:
1. National Central University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2000.tb00756.x/fullpdf
Reference15 articles.
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4. Multivariate tests of financial models: A new approach;Gibbons;Journal of Financial Economics,1982
5. Testing the efficiency of a given portfolio;Gibbons;Econometrica,1989
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