Work detail

Estimation of the Capital Asset Pricing Model by means of Kalman filter

Author: PhDr. Pařenicová Petra
Year: 2007 - winter
Leaders: PhDr. Martin Netuka
Consultants: prof. Ing. Miloslav Vošvrda CSc.
Work type: Doctoral
Language: Czech
Pages: 78
Awards and prizes:
Link:
Abstract: Under construction
Downloadable: Rigorous thesis

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