Specification error, random coefficient and the risk-return relationship test in capital asset pricing
By: Cheng F. Lee... Frank J. Fabozzi... Jack Clark Francis, II...
Contributors: Fabozzi, Frank J.; Francis, Jack Clark; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers - University of Illinois at Urbana-Champaign, College of Commerce and Business Administration -- no. 676; Faculty working papers -- no. 676.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1980
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 16
Subjects: Capital assets pricing model; Risk
Notes: Title page includes summary.

Includes bibliographical references (p. 14-15).