Evaluating the specification errors of asset pricing models
Year of publication: |
2001
|
---|---|
Authors: | Hodrick, Robert J. ; Zhang, Xiaoyan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 62.2001, 2, p. 327-376
|
Subject: | CAPM | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | USA | United States | 1952-1997 |
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