A skeptical appraisal of asset pricing tests
Year of publication: |
2010
|
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Authors: | Lewellen, Jonathan ; Nagel, Stefan ; Shanken, Jay |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 96.2010, 2, p. 175-194
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Kritik | Criticism | Theorie | Theory |
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