Open AccessThe Perils of Relying on Return Data When Testing Asset Pricing Models
Author(s) -
John Pinfold
Publication year - 2022
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.121004
Subject(s) - capital asset pricing model , econometrics , economics , portfolio , stock (firearms) , financial economics , mechanical engineering , engineering