scientific article; zbMATH DE number 1538081

zbMATH Open0965.62091MaRDI QIDQ4518944FDOQ4518944

Authors: Stefan Huschens, Jeong-Ryeol Kim 

Publication date: 31 July 2001

Title of this publication is not available (Why is that?)

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)

• A testable version of the Pareto-Stable CAPM
• Measures of risk
• Statistical estimation for CAPM with long-memory dependence
• A Dynamic CAPM with Supply Effect: Theory and Empirical Results
• Title not available (Why is that?)
• An inter-temporal CAPM based on first order stochastic dominance

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