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

Bibliographic Details
Main Author: Jagannathan, Ravi (-)
Other Authors: Wang, Zhenyu
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 2001.
Series:NBER Working Paper Series ; 8098
Subjects:
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Description
Physical Description:48 p. ; 22 cm
Bibliography:Bibliogr.: p. 40-42