Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models
Year of publication: |
1993
|
---|---|
Authors: | Boudoukh, Jacob |
Other Persons: | Richardson, Matthew (contributor) ; Smith, Tom (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 34.1993, 3, p. 387-408
|
Subject: | Empirischer Test | CAPM | Risikoprämie | Risk premium | Statistische Methodenlehre | Statistical theory | Theorie | Theory | USA | United States | 1802-1990 |
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