Solving an empirical puzzle in the capital asset pricing model
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 |
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