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Yi, Liu
Jensen, Mark J.
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CAPM risk adjustment for exact aggregation over financial assets
Barnett, William A.
;
Yi, Liu
;
Jensen, Mark J.
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 485-512
Persistent link: https://www.econbiz.de/10001630065
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CAPM risk adjustment
Barnett, William A.
;
Yi, Liu
;
Jensen, Mark J.
- In:
The theory of monetary aggregation
,
(pp. 245-273)
.
2000
Persistent link: https://www.econbiz.de/10001508711
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