Assume the post tax CAPM holds but the Sharpe-Lintner model is tested. What would you expect the

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Assume the post tax CAPM holds but the Sharpe-Lintner model is tested. What would you expect the empirical results to look like?

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Modern Portfolio Theory and Investment Analysis

ISBN: 978-1118469941

9th edition

Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann

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Question Posted: Jun 10, 2015 05:36 AM

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Assume the post tax CAPM holds but the Sharpe-Lintner model is tested. What would you expect the

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If the posttax form of the CAPM holds then the real relationship as a crosss...View the full answer

Modern Portfolio Theory and Investment Analysis

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