n Investment Analysts Journal - Distributional properties of JSE prices and returns
|Article Title||Distributional properties of JSE prices and returns|
|© Publisher:||Taylor & Francis|
|Journal||Investment Analysts Journal|
|Publication Date||Jan 2007|
|Pages||57 - 72|
ISI Social Science
Four decades after the introduction of the capital asset pricing model (CAPM), and close to three decades after that of the arbitrage pricing theory (APT) model, both models continue to attract the attention of academics, quantitatively inclined financial analysts, financial engineers and investors.
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