Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?
Von Benjamin R. Auer
| Alternative title: | Can time-varying parameter specification based on consumption variables rehabilitate CAPM, HCAPM and CCAPM? |
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| Year of publication: |
2012
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| Authors: | Auer, Benjamin R. |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 232.2012, 5, p. 518-544
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| Subject: | CAPM | Kapitaleinkommen | Capital income | Zeit | Time | Modellierung | Scientific modelling | Schätzung | Estimation | Deutschland | Germany | 1980-2006 |
| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | Zsfassung in engl. Sprache HCAPM = Human Capital Capital asset pricing model CCAPM = Consumer Capital asset pricing model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009614768