Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Year of publication: |
2002
|
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Authors: | Jagannathan, Ravi ; Wang, Zhenyu |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 5, p. 2337-2368
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Subject: | CAPM | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | USA | United States | 1926-1998 |
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Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
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