The Non-Existence of Efficient Portfolios and its Implication for Testing the Capital Asset Pricing Model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | chang mo ahn | ko |
| dc.contributor.author | jonathan stanley | ko |
| dc.date.accessioned | 2013-02-27T12:36:17Z | - |
| dc.date.available | 2013-02-27T12:36:17Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1999 | - |
| dc.identifier.citation | RESEARCH IN FINANCE, v.17, pp.249 - 255 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/68623 | - |
| dc.language | English | - |
| dc.publisher | JAI Press | - |
| dc.title | The Non-Existence of Efficient Portfolios and its Implication for Testing the Capital Asset Pricing Model | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 17 | - |
| dc.citation.beginningpage | 249 | - |
| dc.citation.endingpage | 255 | - |
| dc.citation.publicationname | RESEARCH IN FINANCE | - |
| dc.contributor.nonIdAuthor | jonathan stanley | - |
- Appears in Collection
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.