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 |
Appears in Collections: | Capital Asset Pricing Model: An Investigation of Alternative Models |
Files in This Item:
File | Description | Size | Format | |
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NB15455_Abstract.pdf | 105.5 kB | Adobe PDF | ![]() View/Open | |
NB15455_Thesis.pdf Restricted Access | 1.51 MB | Adobe PDF | View/Open Request a copy |
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