Browsing Closed by Author "Valdez, Emiliano"

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Browsing Closed by Author "Valdez, Emiliano"

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  • Hamada, Mahmoud; Valdez, Emiliano (Wiley-Blackwell Publishing, 2008)
    This article offers an alternative proof of the capital asset pricing model (CAPM) when asset returns follow a multivariate elliptical distribution. Empirical studies continue to demonstrate the inappropriateness of the ...