A net beta test of asset pricing models

Guermat, C. and Freeman, M. (2010) A net beta test of asset pricing models. International Review of Financial Analysis, 19 (1). pp. 1-9. ISSN 1057-5219 Available from: http://eprints.uwe.ac.uk/12154

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Publisher's URL: http://dx.doi.org/10.1016/j.irfa.2009.09.008

Item Type:Article
Uncontrolled Keywords:CAPM, factor models, capital asset pricing, conditional beta tests
Faculty/Department:Faculty of Business and Law > Department of Accounting, Economics and Finance
ID Code:12154
Deposited By: Professor C. Guermat
Deposited On:05 Jan 2011 13:53
Last Modified:15 Nov 2016 23:12

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