0156089 - NHU-N 20033065 RIV SIGLE CZ eng V - Výzkumná zpráva
Scott, G. - Zemčík, Petr
Can beta-pricing models explain performance differences among assets?.
Praha: CERGE-EI, 2003. 23 s. CERGE-EI research seminar series.
Grant CEP: GA AV ČR KSK9058117
Klíčová slova: beta-pricing model * cross-equation restrictions * hypothesis test
Kód oboru RIV: AH - Ekonomie

Differences among assets' holding period returns (and mean returns) can possibly be explained by differences in betas (slopes) in asset return regressions.
Trvalý link: http://hdl.handle.net/11104/0053556