A test of the capital asset pricing model on European stock markets
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References listed on IDEAS
- Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
- Jacob, Nancy L., 1971. "The Measurement of Systematic Risk for Securities and Portfolios: Some Empirical Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(02), pages 815-833, March.
- Friend, Irwin & Blume, Marshall E, 1970. "Measurement of Portfolio Performance Under Uncertainty," American Economic Review, American Economic Association, vol. 60(4), pages 561-575, September.
- John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
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- Dusan Isakov, 1999.
"Is beta still alive? Conclusive evidence from the Swiss stock market,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 5(3), pages 202-212.
- Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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KeywordsHD28 .M414 no.667-; 73; Capital assets pricing model;
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