Do CAPM results hold in a dynamic economy? A numerical analysis
| Year of publication: |
1997
|
|---|---|
| Authors: | Akdeniz, Levent ; Dechert, W. Davis |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 21.1997, 6, p. 981-1003
|
| Publisher: |
Elsevier |