Please use this identifier to cite or link to this item: http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/6450
Title: Capital Asset Pricing Model: An Investigation of Alternative Models
Authors: Das, Sudipta
Keywords: Mayers CAPM
Kalman filter
Fama-MacBeth regression
Conditional asset pricing
Carhart four-factor model
Fama-French three-factor model
Issue Date: Apr-2016
Publisher: IIT,Kharagpur
Gov't Doc #: NB15455
URI: http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/6450
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