Testing linear asset pricing models evidence from the US financial market - by Imane Munzer Dabbous

dc.contributor.authorDabbous, Imane Munzer
dc.contributor.departmentDepartment of Economics
dc.contributor.facultyFaculty of Arts and Sciences
dc.contributor.institutionAmerican University of Beirut
dc.date2007
dc.date.accessioned2012-06-13T07:10:46Z
dc.date.available2012-06-13T07:10:46Z
dc.date.issued2007
dc.descriptionProject (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.descriptionBibliography : leaves 59-61.
dc.description.abstractAll 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.extentxi, 61 leaves : ill. 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/7485
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationPj:001441 AUBNO
dc.subject.lcshCapital assets pricing model
dc.subject.lcshFinance -- United States
dc.titleTesting linear asset pricing models evidence from the US financial market - by Imane Munzer Dabbous
dc.typeProject

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