The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets
| Year of publication: |
2012-09
|
|---|---|
| Authors: | Barnett, William ; Liu, Yi ; Xu, Haiyang ; Jensen, Mark |
| Institutions: | Department of Economics, University of Kansas |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 201215 48 pages |
| Source: |
Persistent link: https://www.econbiz.de/10010567260