Explaining the failure of the unconditional CAPM with the conditional CAPM
Year of publication: |
2023
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Authors: | Hasler, Michael ; Martineau, Charles |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 3, p. 1835-1855
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Subject: | asset pricing tests | capital asset pricing model | CAPM | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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