Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAPM to the Japanese asset returns
Year of publication: |
2000
|
---|---|
Authors: | Baba, Naohiko |
Publisher: |
Tokyo : Inst. for Monetary and Economic Studies |
Subject: | Japan | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
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