Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures
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Publication:3632826
DOI10.2143/AST.37.1.2020797zbMath1162.91350MaRDI QIDQ3632826
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Publication date: 15 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.37.1.2020797
91B24: Microeconomic theory (price theory and economic markets)
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