Title A multivariate test of the mean-lower partial moment asset pricing model : Australian equity returns 1958 to 1987 / by Robert W. Faff

Published [Clayton, Vic.] : Dept. of Accounting and Finance, 1990

Copies

Location	Call no.	Vol.	Availability
ADPML SPLGA	657 Mon/Dpm	no.1/90	LIB USE ONLY

Description 33 pages : illustrations ; 30 cm Series Discussion paper / Monash University, Department of Accounting and Finance ; 1/90 Discussion paper (Monash University. Department of Accounting and Finance) ; 90/1 Bibliography Bibliography: pages 32-33 Subject Capital -- Mathematical models. Finance -- Mathematical models. Investments -- Mathematical models. Author Monash University. Department of Accounting and Finance ISBN 0646087193 (not printed on item)

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