A test of a new dynamic CAPM

Robert Faff, Robert Darren Brooks, Pooi Fan Tan

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationAdvances in Investment Analysis and Portfolio Management Volume 8
    EditorsCheng Few Lee
    Place of PublicationOxford
    PublisherElsevier
    Pages133 - 159
    Number of pages27
    ISBN (Print)0762307986
    Publication statusPublished - 2001

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