Number of the records: 1
Testing the validity of the black version of the capital asset pricing model
Title Testing the validity of the black version of the capital asset pricing model Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Applications of Mathematics and Statistics in Economy : AMSE 2009 : 12th International Conference on Mathematics and Statistics in Economy : Uherské Hradiště, August 26 - 28, 2009. S. 41-54. - Praha : Vysoká škola ekonomická, 2009 / Fischer Jakub ; Bašta Milan Keywords štatistika - statistics capital asset pricing model (CAPM) black version of the CAPM three implications of the CAPM likelihood ratio statistics F statistics Language English Country Czech Republic systematics 311 Public work category AFC No. of Archival Copy 14465 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
unrecognised
Number of the records: 1