dc.contributor.author | Das, Sudipta | |
dc.date.accessioned | 2016-07-12T11:38:42Z | |
dc.date.available | 2016-07-12T11:38:42Z | |
dc.date.issued | 2016-04 | |
dc.identifier.govdoc | NB15455 | |
dc.identifier.uri | http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/6450 | |
dc.language.iso | en | en |
dc.publisher | IIT,Kharagpur | en |
dc.subject | Mayers CAPM | en |
dc.subject | Kalman filter | en |
dc.subject | Fama-MacBeth regression | en |
dc.subject | Conditional asset pricing | en |
dc.subject | Carhart four-factor model | en |
dc.subject | Fama-French three-factor model | en |
dc.title | Capital Asset Pricing Model: An Investigation of Alternative Models | en |
dc.type | Thesis | en |