| 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
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.
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booktitle = "Advances in Investment Analysis and Portfolio Management Volume 8",
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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 proceeding › Chapter (Book) › Research › peer-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