Dataset - ZBW Journal Data Archive

Douglas J. Hodgson
;
Oliver Linton
;
Keith Vorkink

Testing the capital asset pricing model efficiently under elliptical symmetry...

We develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically...

DOI:10.15456/jae.2022314.1311231199
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