Amit Kumar Mishra

Indian Statistical Institute

7 S. J. S. Sansanwal Marg

New Delhi, 110016

India

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Multifactor Capital Asset Pricing Model Under Alternative Distributional Specification

8th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 25 Posted: 29 Dec 2005
Diganta Mukherjee and Amit Kumar Mishra
Indian Statistical Institute, New Delhi - Economic Research Unit and Indian Statistical Institute
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Abstract:

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Multifactor model, Univariate Kernal smoothing, distribution of returns, capital asset pricing model