The Capital Asset Pricing Model with Diverse Holding Periods
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- Alina Lucia Trifan, 2009. "Testing Capital Asset Pricing Model For Romanian Capital Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-43.
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- W. D. Chen & H. C. Li, 2016. "Wavelet decomposition of heterogeneous investment horizon," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(4), pages 714-734, October.
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Keywordsstochastic dominance; separation theorem; capital asset pricing model;
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