Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2315| Title: | Capital asset prieing model when data is skewed |
| Authors: | Mukherjee, Diganta Metia, Samik |
| Keywords: | CAPM Portfolio frontier Median Mean absolute deviation Skewness |
| Issue Date: | 2001 |
| Citation: | Sankhya,63.pt1,p108-121 |
| URI: | http://hdl.handle.net/10263/2315 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SAN-63-SERIES-B-PT1-2001-P108-121.pdf | 225.78 kB | Adobe PDF | View/Open |
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