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Evaluating asset pricing models in a simulated multifactor approach
Gutiérrez, Carlos Enrique Carrasco
;
Gaglianone, Wagner …
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 425-460
Persistent link: https://www.econbiz.de/10010412239
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Testing the consumption-based CAPM using the stochastic discount factor
Monteiro, Marcel Stanlei
;
Gutiérrez, Carlos Enrique …
- In:
Revista brasileira de economia : RBE ; publicação de …
76
(
2022
)
1
,
pp. 57-71
Persistent link: https://www.econbiz.de/10013284025
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