trading rule under the capital asset pricing model and empirical tests
By: Moon K. Kim
Series: Working paper / Management Research Center, Syracuse University -- WP 78-7
Publisher: Management Research Center, School of Management, Syracuse University
Published: 1978
Place of publication: Syracuse, N.Y
Language: eng
Number of pages: 13
Subjects: Investments -- Mathematical models; Capital assets pricing model
Notes: Bibliography: leaf 13