Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783935821421
3935821425
- Maße
-
30 cm
- Umfang
-
37 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Literaturverz. S. 28 - 32
- Erschienen in
-
Discussion paper / Volkswirtschaftliches Forschungszentrum ; 03,01
- Schlagwort
-
Capital-Asset-Pricing-Modell
Schätztheorie
Statistischer Test
Schätzung
Theorie
:z Geschichte 1926-1995
USA
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Dt. Bundesbank, Press and Public Relations Div.
- (wann)
-
2003
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:51 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Beaulieu, Marie-Claude
- Dufour, Jean-Marie
- Khalaf, Lynda
- Dt. Bundesbank, Press and Public Relations Div.
Entstanden
- 2003
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