The zero-beta factor hypothesis and non-stationary multi-period capital asset pricing
By: by Peter R. Jones
Series: Working paper - Division of Research, Graduate School of Business Administration, Harvard University ; HBS 78-48; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 78-48
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1978
Place of publication: Boston
Language: eng
Number of pages: 56
Subjects: Capital assets pricing model; Portfolio management; Mathematical models
Notes: Bibliography: leaf [56].