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Capital asset pricing model when data is skewed - MaRDI portal

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Capital asset pricing model when data is skewed (Q2767502)

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scientific article; zbMATH DE number 1697534
Language Label Description Also known as
English
Capital asset pricing model when data is skewed
scientific article; zbMATH DE number 1697534

    Statements

    author
    Diganta Mukherjee
    0 references
    Samik Metia
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    publication date
    16 February 2003
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    zbMATH Keywords
    CAMP
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    portfolio frontier
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    median
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    mean absolute deviation
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    skewness
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    title
    Capital asset pricing model when data is skewed (English)
    0 references

    Identifiers

    zbMATH DE Number
    1697534
    0 references
     
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