A test of a new dynamic CAPM

Robert Faff, Robert Darren Brooks, Pooi Fan Tan

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Advances in Investment Analysis and Portfolio Management Volume 8
Editors	Cheng Few Lee
Place of Publication	Oxford
Publisher	Elsevier
Pages	133 - 159
Number of pages	27
ISBN (Print)	0762307986
Publication status	Published - 2001

Cite this

@inbook{4a98b5158b414e06baf349fc04cd4f0f,

title = "A test of a new dynamic CAPM",

author = "Robert Faff and Brooks, {Robert Darren} and Tan, {Pooi Fan}",

year = "2001",

language = "English",

isbn = "0762307986",

pages = "133 -- 159",

editor = "Lee, {Cheng Few}",

booktitle = "Advances in Investment Analysis and Portfolio Management Volume 8",

publisher = "Elsevier",

address = "Netherlands",

}