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

Bibliographische Detailangaben
1. Verfasser:	Jaganathan, Ravi
Weitere Verfasser:	Wang, Zhenyu
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 2000.
Schriftenreihe:	NBER working paper series no.8098
Schlagworte:	Assets (Accounting) > Prices > Econometric models. Input-output analysis. Moments method (Statistics).