Specification error, random coefficient and the risk-return relationship / BEBR No. 720

Lee, Cheng F.; Fabozzi, Frank J.; Francis, Jack Clark

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https://hdl.handle.net/2142/28134 Copy

Description

Title

Specification error, random coefficient and the risk-return relationship / BEBR No. 720

Author(s)

• Lee, Cheng F.
• Fabozzi, Frank J.
• Francis, Jack Clark

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

Ot 24 1980

Keyword(s)

• Capital assets pricing model.
• Risk.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers - University of Illinois at Urbana-Champaign, College of Commerce and Business Administration ; no. 720

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/28134

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:specificationerr720leec
• http://www.archive.org/details/specificationerr720leec

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright Ot 24 1980 Board of Trustees University of Illinois.

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