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

Bibliografiske detaljer
Hovedforfatter:	Jaganathan, Ravi
Andre forfattere:	Wang, Zhenyu
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 2000.
Serier:	NBER working paper series no.8098
Fag:	Assets (Accounting) > Prices > Econometric models. Input-output analysis. Moments method (Statistics).