Testing the validity of the black version of the capital asset pricing model

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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

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Number of the records: 1