The CAPM strikes back? : an investment model with disasters

Hang Bai; Kewei Hou; Howard Kung; Lu Zhang

Year of publication:	2015
Authors:	Bai, Hang ; Hou, Kewei ; Kung, Howard ; Zhang, Lu
Publisher:	Cambridge, Mass.
Subject:	CAPM \| Katastrophe \| Disaster \| Betafaktor \| Beta risk \| Kapitalmarktrendite \| Capital market returns \| USA \| United States \| 1926-2014

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