Capital asset pricing for UK stocks under the multivariate skew-normal distribution

Adcock, C.J. (2004) Capital asset pricing for UK stocks under the multivariate skew-normal distribution. In: Genton, M., (ed.) Skew Elliptical Distributions and Their Applications: A Journey Beyond Normality. Chapman and Hall , Boca Raton, Florida , pp. 191-204. ISBN 1-58488-431-2

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Authors/Creators:
  • Adcock, C.J.
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Miss Anthea Tucker
Date Deposited: 27 Jul 2010 10:57
Last Modified: 27 Jul 2010 10:57
Status: Published
Publisher: Chapman and Hall

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