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

Detalles Bibliográficos
Autor principal:	Jaganathan, Ravi
Otros Autores:	Wang, Zhenyu
Formato:	Libro
Lenguaje:	English
Publicado:	Cambridge National Bureau of Economic Research 2000.
Colección:	NBER working paper series no.8098
Materias:	Assets (Accounting) > Prices > Econometric models. Input-output analysis. Moments method (Statistics).