Expected return, realized return, and asset pricing tests
Year of publication: |
1999
|
---|---|
Authors: | Elton, Edwin J. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 4, p. 1199-1220
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Statistischer Test | Statistical test | Erwartungsbildung | Expectation formation | Staatspapier | Government securities | USA | United States | 1991-1997 |
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