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

Detaylı Bibliyografya
Yazar:	Jaganathan, Ravi
Diğer Yazarlar:	Wang, Zhenyu
Materyal Türü:	Kitap
Dil:	English
Baskı/Yayın Bilgisi:	Cambridge National Bureau of Economic Research 2000.
Seri Bilgileri:	NBER working paper series no.8098
Konular:	Assets (Accounting) > Prices > Econometric models. Input-output analysis. Moments method (Statistics).