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Testing mean-variance efficiency in CAPM with possibly nongaussian errors
An exact simulation-based approach
Deutsche Bundesbank (Publisher)
1st Edition
Published in 2003
Other
Undefined
37 pages
978-3-935821-42-1 (ISBN)
Unfortunately, price unknown
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More details
Series
Edition
1., Aufl.
Language
Other
Dimensions
Height: 29.5 cm
Width: 21 cm
ISBN-13
978-3-935821-42-1 (9783935821421)