Risk and return : Consumption beta versus market beta
Year of publication: |
1986
|
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Authors: | Mankiw, N. Gregory ; Shapiro, Matthew D. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 68.1986, 3, p. 452-459
|
Subject: | Risiko | Wirtschaftliche Verhalten | Verbraucher | Portfolio-Theorie | Bewertung | Wertpapier | CAPM | Betafaktor | Beta risk | Risk | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
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