Cross-sectional tests of multifactor CCAPMs using conditional moments and time-series restrictions

Asia-Pacific Journal of Financial Studies

Volumn 38, Issue 5, 2009, Pages 695-722

  Kim, Jinyong ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

Author keywords

Conditional moment; Cross sectional test; Maximum correlation portfolio; Multifactor CCAPM; Time series restriction

Indexed keywords

EID: 83855160707     PISSN: 12261165     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.2041-6156.2009.tb00027.x     Document Type: Article

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