CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
| Year of publication: |
1997
|
|---|---|
| Authors: | BARNETT, WILLIAM A. ; LIU, YI ; JENSEN, MARK |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 1.1997, 02, p. 485-512
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |