Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods
| Year of publication: |
2002
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|---|---|
| Authors: | Jagannathan, Ravi ; Wang, Zhenyu |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 57.2002, 5, p. 2337-2368
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