Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric aproach /
Hodgson, Douglas J.
Linton, Oliver.
Vorkink, Keith.
London School of Economics and Political Science.Financial Markets Group.
London : Financial Markets Research, London School of Economics,
2001.
Includes bibliographical references (p. 19-21).
"June 2001."
Capital assets pricing model.