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Testing linear asset pricing models evidence from the US financial market - by Imane Munzer Dabbous
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| dc.contributor.author | Dabbous, Imane Munzer |
| dc.date.accessioned | 2012-06-13T07:10:46Z |
| dc.date.available | 2012-06-13T07:10:46Z |
| dc.date.issued | 2007 |
| dc.identifier.uri | http://hdl.handle.net/10938/7485 |
| dc.description | Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2007.;"First Reader : Dr. Salwa Hammami, Assistant Professor, Economics--Second Reader : Dr. Simon Neaime, Associate Professor, Economics." |
| dc.description | Bibliography : leaves 59-61. |
| dc.description.abstract | All asset pricing models are necessarily error-ridden. While most of them have f ound supporting evidence, all have inevitably been proven inadequate at some emp irical front. It is from this perspective that all asset pricing models must be considered. T |
| dc.format.extent | xi, 61 leaves : ill. 30 cm. |
| dc.language.iso | eng |
| dc.relation.ispartof | Theses, Dissertations, and Projects |
| dc.subject.classification | Pj:001441 AUBNO |
| dc.subject.lcsh | Capital assets pricing model |
| dc.subject.lcsh | Finance -- United States |
| dc.title | Testing linear asset pricing models evidence from the US financial market - by Imane Munzer Dabbous |
| dc.type | Project |
| dc.contributor.department | American University of Beirut. Faculty of Arts and Sciences. Department of Economics |
