IDR - IIT Kharagpur

Capital Asset Pricing Model: An Investigation of Alternative Models

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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


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