scientific article; zbMATH DE number 1538081

MaRDI QIDQ4518944zbMATH OpenFDO

Authors Stefan Huschens, Jeong-Ryeol Kim

Publication date 31 July 2001

zbMATH Keywords

capital asset pricing model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Cited in

(6)

• scientific article; zbMATH DE number 1795162 (Why is no real title available?)
• Statistical estimation for CAPM with long-memory dependence
• An inter-temporal CAPM based on first order stochastic dominance
• A testable version of the Pareto-Stable CAPM
• Measures of risk
• A Dynamic CAPM with Supply Effect: Theory and Empirical Results

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