Tests of CAPM: Does the violation of the iid-normal assumption matter?

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationProceedings of the Queensland Finance Conference
Place of PublicationBrisbane, Australia
PublisherQueensland University of Technology
Pages157-172
VolumeN/A
EditionBrisbane, Australia
Publication statusPublished - 1999
EventTests of CAPM: Does the violation of the iid-normal assumption matter? - Brisbane, Australia
Duration: 1 Jan 1999 → …

Conference

ConferenceTests of CAPM: Does the violation of the iid-normal assumption matter?
Period1/01/99 → …

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