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A TRADING RULE UNDER THE CAPITAL ASSET PRICING MODEL AND EMPIRICAL TESTS
Author(s) -
Kim Moon K.
Publication year - 1978
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1978.tb01019.x
Subject(s) - capital asset pricing model , citation , empirical research , financial economics , asset (computer security) , economics , actuarial science , computer science , library science , mathematics , computer security , statistics