Tests of asset pricing with time-varying expected risk premiums and market betas
Wayne E. Ferson, Shmuel Kandel, and Robert F. Stambaugh
| Year of publication: |
1987
|
|---|---|
| Authors: | Ferson, Wayne E. |
| Other Persons: | Kandel, Shmuel (contributor) ; Stambaugh, Robert F. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 42.1987, 2, p. 201-220
|
| Subject: | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001047791