A stochastic discount factor approach to asset pricing using panel data
Year of publication: |
Nov. 2006
|
---|---|
Other Persons: | Araújo, Fabio (contributor) ; Issler, João Victor (contributor) ; Fernandes, Marcelo (contributor) |
Publisher: |
Rio de Janeiro : EPGE |
Subject: | CAPM | Diskontierung | Discounting | Theorie | Theory | Stochastischer Prozess | Stochastic process | Panel | Panel study |
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