Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods

Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods

Bibliographic Details
Main Author: Jaganathan, Ravi
Other Authors: Wang, Zhenyu
Resource Type: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2000.
Series:NBER working paper series no.8098
Subjects:
Assets (Accounting) > Prices > Econometric models.
Input-output analysis.
Moments method (Statistics).

School of Economics (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
ECON-12000PA HB 171 N38 no.8098 Regular Circulation On-Shelf