The CAPM strikes back? An equilibrium model with disasters
Hang Bai, Kewei Hou, Howard Kung, Erica X.N. Li, Lu Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Bai, Hang ; Hou, Kewei ; Kung, Howard ; Li, Erica X. N. ; Zhang, Lu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 2, p. 269-298
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| Subject: | CAPM | Rare disasters | Measurement errors | Consumption CAPM | General equilibrium | Theorie | Theory | Allgemeines Gleichgewicht | Katastrophe | Disaster | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131539