Pages that link to "Item:Q1934082"
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The following pages link to Capital asset pricing models revisited: evidence from errors in variables (Q1934082):
Displaying 12 items.
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Two estimators for the APT model when factors are measured (Q373820) (← links)
- Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates (Q1936835) (← links)
- A fuzzy multifactor asset pricing model (Q2151671) (← links)
- CAPM-anomalies: quantitative puzzles (Q2294119) (← links)
- Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt (Q2294451) (← links)
- A two-step capital variation model: optimization by different statistical criteria (Q2577225) (← links)
- Estimating the cost of capital through time: An analysis of the sources of error (Q2783945) (← links)
- Asset Pricing Specification Errors and Performance Evaluation (Q4503059) (← links)
- (Q4552709) (← links)
- Beyond CAPM: estimating the cost of equity considering idiosyncratic risks (Q4554217) (← links)
- Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models (Q5139535) (← links)