Testing asset pricing models with changing expectations and an unobservable market portfolio
Michael R. Gibbons; Wayne Ferson
| Year of publication: |
1985
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|---|---|
| Authors: | Gibbons, Michael R. ; Ferson, Wayne |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 14.1985, 2, p. 217-236
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002406283