Specification error, random coefficient and the risk-return relationship test in capital asset pricing / BEBR No. 676

Lee, Cheng F.; Fabozzi, Frank J.; Francis, Jack Clark

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https://hdl.handle.net/2142/27475 Copy

Description

Title

Specification error, random coefficient and the risk-return relationship test in capital asset pricing / BEBR No. 676

Author(s)

• Lee, Cheng F.
• Fabozzi, Frank J.
• Francis, Jack Clark

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

1980-05-09

Keyword(s)

• Capital assets pricing model.
• Risk.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers - University of Illinois at Urbana-Champaign, College of Commerce and Business Administration ; no. 676

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27475

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:specificationerr676leec
• http://www.archive.org/details/specificationerr676leec

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright May 9 1980 Board of Trustees University of Illinois.

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