Fat tails and the capital asset pricing model

Adcock, C.J. and Shutes, K. (2000) Fat tails and the capital asset pricing model. In: Dunis, C., (ed.) Advances in Quantitative Asset Management. Kluwer Academic Press , Boston, Mass. , pp. 17-41. ISBN 0-7923-7778-8

Metadata

Authors/Creators:
  • Adcock, C.J.
  • Shutes, K.
Dates:
  • Published: 2000
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield)
Depositing User: Miss Anthea Tucker
Date Deposited: 27 Jul 2010 09:27
Last Modified: 27 Jul 2010 09:27
Status: Published
Publisher: Kluwer Academic Press

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