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Applied Economics Volume 38, 2006 - Issue 3
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Original Articles

A variance equality test of the ICAPM on Philippine stocks: post-Asian financial crisis period

Rodolfo Q. Aquino College of Business Administration, University of the Philippines, Diliman, Quezon City, PhilippinesCorrespondence[email protected]
Pages 353-362 | Published online: 19 Aug 2006

Citations (7)

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Read on this site (3)

Hsin-Hung Chen, Hsien-Tang Tsai & Dennis K. J. Lin. (2011) Optimal mean-variance portfolio selection using Cauchy–Schwarz maximization. Applied Economics 43:21, pages 2795-2801.
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Shu Ling Lin. (2008) Conditional risk and return in Asian emerging markets: evidence from the banking sector. Applied Economics 40:24, pages 3173-3183.
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Shyh-Wei Chen & Nai-Chuan Huang. (2007) Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies. Applied Financial Economics 17:4, pages 313-327.
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Articles from other publishers (3)

Amir Rafique, Khurram Iqbal, Muhammad Zakaria & Ghulam Mujtaba. (2019) Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange. Physica A: Statistical Mechanics and its Applications 525, pages 514-523.
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Dima Waleed Hanna Alrabadi. (2016) Portfolio optimization using the generalized reduced gradient nonlinear algorithm. International Journal of Islamic and Middle Eastern Finance and Management 9:4, pages 570-582.
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MING-YUAN LEON LI. (2011) COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL-ASSET-PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST. The Manchester School 79:3, pages 349-366.
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