The benchmark error problem and international asset pricing: an empirical examination
dc.creator | Perrina, Virginio Mario | |
dc.date.accessioned | 2016-11-14T23:07:59Z | |
dc.date.available | 2011-02-18T22:39:52Z | |
dc.date.available | 2016-11-14T23:07:59Z | |
dc.date.issued | 1999-12 | |
dc.degree.department | Business Administration | en_US |
dc.description.abstract | Not available | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/2346/18633 | en_US |
dc.language.iso | eng | |
dc.publisher | Texas Tech University | en_US |
dc.rights.availability | Unrestricted. | |
dc.subject | Rate of return | en_US |
dc.subject | Capital assets pricing model | en_US |
dc.subject | Portfolio management | en_US |
dc.subject | Investments -- Econometric models | en_US |
dc.subject | Asset-backed financing | en_US |
dc.subject | Investment analysis | en_US |
dc.subject | International finance | en_US |
dc.title | The benchmark error problem and international asset pricing: an empirical examination | |
dc.type | Dissertation |