A NOTE ON THE GENERALIZED MULTIBETA CAPM (Q4372024)
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scientific article; zbMATH DE number 1106709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE GENERALIZED MULTIBETA CAPM |
scientific article; zbMATH DE number 1106709 |
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A NOTE ON THE GENERALIZED MULTIBETA CAPM (English)
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22 July 1998
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portfolio theory
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capital asset pricing model
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elliptical probability distributions
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market portfolio
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