Tests of the multiperiod two-parameter model
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 1 (1974)
Issue (Month): 1 (May)
Pages: 43-66
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Web page: http://www.elsevier.com/locate/inca/505576
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Elyas Elyasiani & Iqbal Mansur, 2005. "The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 183-206, September.
- Bartholdy, Jan & Peare, Paula, 2002.
"Unbiased Estimation of Expected Return Using CAPM,"
Finance Working Papers
02-11, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Bartholdy, Jan & Peare, Paula, 2003. "Unbiased estimation of expected return using CAPM," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 69-81.
- Ewa Majerowska, . "Validity of the optimal portfolio allocation model with price constraints on the example of the Warsaw Stock Exchange," Discussion Papers in European Economics 99/5, Department of Economics, University of Leicester.
- Jayendu Patel & Richard J. Zeckhauser, 1987. "Treasury Bill Futures as Hedges Against Inflation Risk," NBER Working Papers 2322, National Bureau of Economic Research, Inc.
- Bartholdy, Jan & Peare, Paula, 2005. "Estimation of expected return: CAPM vs. Fama and French," International Review of Financial Analysis, Elsevier, vol. 14(4), pages 407-427.
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