Open AccessA New Test of the Three-Moment Capital Asset Pricing Model
Author(s) -
Kian Guan Lim
Publication year - 1989
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.2307/2330772
Subject(s) - capital asset pricing model , consumption based capital asset pricing model , moment (physics) , test (biology) , capital asset , capital (architecture) , economics , asset (computer security) , financial economics , business , finance , computer science , physics , geology , classical mechanics , paleontology , computer security , archaeology , history
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom