Multifactor pricing model with macroeconomic variables
Year of publication: |
1991
|
---|---|
Authors: | Cho, D. C. |
Other Persons: | Pak, Simon J. (contributor) |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 1.1991, p. 25-47
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Konjunktur | Business cycle | USA | United States | 1953-1982 |
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