The conditional CAPM does not explain asset-pricing anomalies
Year of publication: |
2006
|
---|---|
Authors: | Lewellen, Jonathan ; Nagel, Stefan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 82.2006, 2, p. 289-314
|
Subject: | CAPM | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation | USA | United States |
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