CAPM risk adjustment
Year of publication: |
2000
|
---|---|
Authors: | Barnett, William A. ; Yi, Liu ; Jensen, Mark J. |
Published in: |
The theory of monetary aggregation. - Amsterdam : Elsevier, ISBN 0-444-50119-3. - 2000, p. 245-273
|
Subject: | Geldmenge | Money supply | CAPM | Risikoaversion | Risk aversion | Aggregation | Theorie | Theory | Indexberechnung | Index construction |
-
CAPM risk adjustment for exact aggregation over financial assets
Barnett, William A., (1997)
-
On user costs of risky monetary assets
Barnett, William A., (2005)
-
Barnett, William A., (2008)
- More ...
-
The CAPM risk adjustment needed for exact aggregation over financial assets
Barnett, William A., (2012)
-
CAPM risk adjustment for exact aggregation over financial assets
Barnett, William A., (1997)
-
A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A., (2012)
- More ...