Carl R. Schwinn

Bates College

Associate Professor, Department of Economics

Lewiston, ME 04240

United States

SCHOLARLY PAPERS

2

DOWNLOADS

345

CITATIONS

1

Scholarly Papers (2)

1.
Downloads 166 (144,584)
Citation 1

Abstract:

Asset pricing tests, CAPM, continuously compounded returns, periodic returns, geometric Brownian motion

2.

The Measurement of Returns in Tests of the CAPM

Number of pages: 32 Posted: 28 Jul 2010
Carl R. Schwinn
Bates College
Downloads 161 (139,504)

Abstract:

Capital Asset Pricing Model, CAPM, Periodic Returns