Verification of the Conditional CAPM: The Example of the Polish Capital Market

DOI10.1007/978-3-030-15581-0_12zbMath1426.91316OpenAlexW2944089290MaRDI QIDQ5240119

Lesław Markowski

Publication date: 24 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-15581-0_12

zbMATH Keywords

portfolio managementconditional capital asset pricing modelmarket excess return

Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

This page was built for publication: Verification of the Conditional CAPM: The Example of the Polish Capital Market