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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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