Relevancy of Investment Decisions and Consumption with Asset Pricing : GMM and CCAPM Model Approach
Year of publication: |
[2020]
|
---|---|
Authors: | Javed, Sarfaraz ; Husain, Uvesh ; Ali, Sajid |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Management, 11(8), 2020, pp. 10-17 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 16, 2020 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A reconsideration of the properties of the generalized method of moments in asset pricing models
Neely, Christopher J., (1994)
-
Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C., (1999)
-
GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond, (1999)
- More ...
-
Javed, Sarfaraz, (2020)
-
Digital marketing as a game changer strategy to enhance brand performance
Husain, Uvesh, (2021)
-
Javed, Sarfaraz, (2021)
- More ...