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	Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns
	Liuling Li; Quan Gan; Ziyue Zhuo; Bruce Mizrach
刊名	Theoretical Economics Letters
	2014
卷号	Vol.4 No.8页码:666-680
关键词	Capital Asset Pricing Model (CAPM) Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD) EGARCH
ISSN号	2162-2078
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/1864905
专题	南开大学
作者单位	Institute of Statistics and Econometrics, Economics School, Nankai University, Tianjin, ChinaStatistics Department, Columbia University, New York, USAAgricultural Bank of China Limited, Beijing, ChinaEconomics Department, Rutgers University, New Brunswick, USA
推荐引用方式 GB/T 7714	Liuling Li,Quan Gan,Ziyue Zhuo,et al. Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns[J]. Theoretical Economics Letters,2014,Vol.4 No.8:666-680.
APA	Liuling Li,Quan Gan,Ziyue Zhuo,&Bruce Mizrach.(2014).Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns.Theoretical Economics Letters,Vol.4 No.8,666-680.
MLA	Liuling Li,et al."Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns".Theoretical Economics Letters Vol.4 No.8(2014):666-680.

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