Portfolio efficiency of the Capital Asset Pricing Model based on Kalman filtered beta estimates

Portfolio efficiency of the Capital Asset Pricing Model based on Kalman filtered beta estimates

datePublished

• 1988

identifier

• propertyID: FI-FENNI value: 90697
• propertyID: FI-MELINDA value: 000997720
• propertyID: skl value: fx90697

isbn

• 9516494145

isPartOf

• Fennica
• Memo-stencil / Åbo Akademi, företagsekonomiska institutionen, Undervisningsmaterial

name

• Portfolio efficiency of the Capital Asset Pricing Model based on Kalman filtered beta estimates

numberOfPages

• [3] s., 25 lehteä

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Åbo organizer: Åbo akademi

publisher

• Åbo akademi