A stochastic discount factor approach to asset pricing using panel data asymptotics
Year of publication: |
2011
|
---|---|
Authors: | Araújo, Fabio ; Issler, João Victor |
Institutions: | Escola de Pós-Graduação em Economia <Rio de Janeiro> (contributor) |
Publisher: |
Rio de Janeiro : Escola de Pós-Graduação em Economia |
Subject: | CAPM | Theorie | Theory | Diskontierung | Discounting | Panel | Panel study | Stochastischer Prozess | Stochastic process |
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