Solving an empirical puzzle in the capital asset pricing model
John Leusner, Jalal D. Akhavein and P. A. V. B. Swamy
| Year of publication: |
1996
|
|---|---|
| Authors: | Leusner, John H. ; Akhavein, Jalal D. ; Swamy, Paravastu A. V. B. |
| Institutions: | Federal Reserve System / Division of Research and Statistics (contributor) |
| Publisher: |
Washington, DC : Div. of Research and Statistics, Federal Reserve Board [u.a.] |
| Subject: | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Schätzung | Estimation |
| Extent: | 26 S |
|---|---|
| Series: | Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 96,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000937925