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

    Cite this

    Faff, R., Brooks, R. D., & Tan, P. F. (2001). A test of a new dynamic CAPM. In C. F. Lee (Ed.), Advances in Investment Analysis and Portfolio Management Volume 8 (pp. 133 - 159). Oxford: Elsevier.
    Faff, Robert ; Brooks, Robert Darren ; Tan, Pooi Fan. / A test of a new dynamic CAPM. Advances in Investment Analysis and Portfolio Management Volume 8. editor / Cheng Few Lee. Oxford : Elsevier, 2001. pp. 133 - 159
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    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",
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    Faff, R, Brooks, RD & Tan, PF 2001, A test of a new dynamic CAPM. in CF Lee (ed.), Advances in Investment Analysis and Portfolio Management Volume 8. Elsevier, Oxford, pp. 133 - 159.

    A test of a new dynamic CAPM. / Faff, Robert; Brooks, Robert Darren; Tan, Pooi Fan.

    Advances in Investment Analysis and Portfolio Management Volume 8. ed. / Cheng Few Lee. Oxford : Elsevier, 2001. p. 133 - 159.

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

    TY - CHAP

    T1 - A test of a new dynamic CAPM

    AU - Faff, Robert

    AU - Brooks, Robert Darren

    AU - Tan, Pooi Fan

    PY - 2001

    Y1 - 2001

    M3 - Chapter (Book)

    SN - 0762307986

    SP - 133

    EP - 159

    BT - Advances in Investment Analysis and Portfolio Management Volume 8

    A2 - Lee, Cheng Few

    PB - Elsevier

    CY - Oxford

    ER -

    Faff R, Brooks RD, Tan PF. A test of a new dynamic CAPM. In Lee CF, editor, Advances in Investment Analysis and Portfolio Management Volume 8. Oxford: Elsevier. 2001. p. 133 - 159