Lower partial moment capital asset pricing models A re-examination

A test of alternative international asset pricing models

Vassalou, M.G

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187560 / BLDSC - British Library D...

Testing the capital asset pricing model efficiently under elliptical symmetry A semiparametric approach

Vorkink, K.
Linton, O.
Hodgson, D.J.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

Available from British Library Document Supply Centre-DSC:3597.442(00/398) / BLDSC - British Library...

Leveraged Asset Pricing Theory and tests

Jang, W.
Broyles, J.E
Warwick Business School (United Kingdom). Research Bureau

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.954(WBS-RB-RP--213) / BLDSC - Br...

The capital asset pricing model A perspective on the empirical tests

Kumar, S.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/038) / BLDSC - British ...

Simplifying the international Capital Asset Pricing Model

Gokey, T.C
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(117) / BLDSC - British Libr...

The capital asset pricing model and factors of return

Adcock, C.
Sheffield Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.84456(no 2001/05) / BLDSC - Brit...

The market model and capital asset pricing theory A note

Subrahmanyam, M.G
Stapleton, R.C.
Manchester Business School (United Kingdom)
Centre for Business Research, Manchester (United Kingdom)

SIGLEAvailable from British Library Lending Division - LD:9350.85(MBS-WPS--88) / BLDSC - British Lib...

Lower Partial Moment-Capital Asset Pricing Model in Listed Property Trusts

Lee, Chyi Lin (R12396)

January 2010

The Global Financial Crisis has drawn considerable attention from practitioners in which a more accu...

An orthogonal factors model for pricing capital assets

Johnson, K

January 1981

In 2 volsSIGLEAvailable from British Library Document Supply Centre- DSC:D43956/82 / BLDSC - British...

A multiplier-based model of the capital market

Blake, D
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF--09-86) / BLDSC - ...

The market modle and capital asset pricing theory

Stapleton, R.C.
Subrahmanyam, M.G.
Manchester Business School (UK)
Centre for Business Research, Manchester (UK)

January 1982

4.00SIGLELD:9350.85(MBS-WPS--80) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

The evolution of portfolio rules and the capital asset pricing model

Sciubba, E.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9909) / BLDSC - British Libr...

Asset pricing models with and without consumption An empirical evaluation

Hardouvelis, G.A.
Kim, D.
Wizman, T.A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1262) / BLDSC - B...

An empirical investigation of the capital asset pricing model End of award report

Green, C
Economic and Social Research Council (ESRC), London (United Kingdom)

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.1708F(ESRC-BOO--23-2151)fiche /...

An international CAPM for bonds and equities

Thomas, S.
Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1992

CAPM - Capital Asset Pricing ModelAvailable from British Library Document Supply Centre- DSC:3597.38...

A test of alternative international asset pricing models

Vassalou, M.G

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187560 / BLDSC - British Library D...

Testing the capital asset pricing model efficiently under elliptical symmetry A semiparametric approach

Vorkink, K.
Linton, O.
Hodgson, D.J.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

Available from British Library Document Supply Centre-DSC:3597.442(00/398) / BLDSC - British Library...

Leveraged Asset Pricing Theory and tests

Jang, W.
Broyles, J.E
Warwick Business School (United Kingdom). Research Bureau

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.954(WBS-RB-RP--213) / BLDSC - Br...

The capital asset pricing model A perspective on the empirical tests

Kumar, S.
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(92/038) / BLDSC - British ...

Simplifying the international Capital Asset Pricing Model

Gokey, T.C
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(117) / BLDSC - British Libr...

The capital asset pricing model and factors of return

Adcock, C.
Sheffield Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.84456(no 2001/05) / BLDSC - Brit...

The market model and capital asset pricing theory A note

Subrahmanyam, M.G
Stapleton, R.C.
Manchester Business School (United Kingdom)
Centre for Business Research, Manchester (United Kingdom)

SIGLEAvailable from British Library Lending Division - LD:9350.85(MBS-WPS--88) / BLDSC - British Lib...

Lower Partial Moment-Capital Asset Pricing Model in Listed Property Trusts

Lee, Chyi Lin (R12396)

January 2010

The Global Financial Crisis has drawn considerable attention from practitioners in which a more accu...

An orthogonal factors model for pricing capital assets

Johnson, K

January 1981

In 2 volsSIGLEAvailable from British Library Document Supply Centre- DSC:D43956/82 / BLDSC - British...

A multiplier-based model of the capital market

Blake, D
London Business School (LBS) (United Kingdom). Centre for Economic Forecasting

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF--09-86) / BLDSC - ...

The market modle and capital asset pricing theory

Stapleton, R.C.
Subrahmanyam, M.G.
Manchester Business School (UK)
Centre for Business Research, Manchester (UK)

January 1982

4.00SIGLELD:9350.85(MBS-WPS--80) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

The evolution of portfolio rules and the capital asset pricing model

Sciubba, E.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9909) / BLDSC - British Libr...

Asset pricing models with and without consumption An empirical evaluation

Hardouvelis, G.A.
Kim, D.
Wizman, T.A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1262) / BLDSC - B...

An empirical investigation of the capital asset pricing model End of award report

Green, C
Economic and Social Research Council (ESRC), London (United Kingdom)

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.1708F(ESRC-BOO--23-2151)fiche /...

An international CAPM for bonds and equities

Thomas, S.
Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1992

CAPM - Capital Asset Pricing ModelAvailable from British Library Document Supply Centre- DSC:3597.38...

A test of alternative international asset pricing models

Vassalou, M.G

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187560 / BLDSC - British Library D...

Testing the capital asset pricing model efficiently under elliptical symmetry A semiparametric approach

Vorkink, K.
Linton, O.
Hodgson, D.J.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

Available from British Library Document Supply Centre-DSC:3597.442(00/398) / BLDSC - British Library...

Leveraged Asset Pricing Theory and tests

Jang, W.
Broyles, J.E
Warwick Business School (United Kingdom). Research Bureau

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.954(WBS-RB-RP--213) / BLDSC - Br...

Lower partial moment capital asset pricing models A re-examination

Abstract

Extracted data

Lower partial moment capital asset pricing models A re-examination

Abstract

Extracted data

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