The CAPM strikes back? An equilibrium model with disasters
Year of publication: |
2019
|
---|---|
Authors: | Bai, Hang ; Hou, Kewei ; Kung, Howard ; Li, Erica X. N. ; Zhang, Lu |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 2, p. 269-298
|
Subject: | CAPM | Rare disasters | Measurement errors | Consumption CAPM | General equilibrium | Theorie | Theory | Allgemeines Gleichgewicht | Katastrophe | Disaster | Betafaktor | Beta risk |
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