Testing asset pricing models with changing expectations and an unobservable market portfolio
| Year of publication: |
1985
|
|---|---|
| Authors: | Gibbons, Michael R. ; Ferson, Wayne |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 14.1985, 2, p. 217-236
|
| Publisher: |
Elsevier |