Diversified returns, aggregate wealth and varying market risk premium: testing the CAPM with data for Mexico
| Year of publication: |
2009
|
|---|---|
| Authors: | Trevino, Lourdes |
| Published in: |
EconoQuantum, Revista de Economia y Negocios. - Departamento de Métodos Cuantitativos. - Vol. 6.2009, 1, p. 127-136
|
| Publisher: |
Departamento de Métodos Cuantitativos |
| Subject: | CAPM | Human capital | conditional beta |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | G12 - Asset Pricing ; E30 - Prices, Business Fluctuations, and Cycles. General ; E44 - Financial Markets and the Macroeconomy |
| Source: |
Persistent link: https://www.econbiz.de/10010897754