Risk and return : Consumption beta versus market beta
| Year of publication: |
1986
|
|---|---|
| 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 |
-
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid, (2017)
-
Ali, Asgar, (2023)
-
High-frequency factor models and regressions
Aït-Sahalia, Yacine, (2020)
- More ...
-
An Unbiased Reexamination of Stock Market Volatility
Mankiw, N. Gregory, (1985)
-
Risk and Return: Consumption Beta Versus Market Beta
Shapiro, Matthew D., (1985)
-
Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models
Shapiro, Matthew D., (1985)
- More ...