The conditional CAPM and the cross-section of expected returns
Ravi Jagannathan; Zhenyu Wang
| Year of publication: |
1996
|
|---|---|
| Authors: | Jagannathan, Ravi ; Wang, Zhenyu |
| Publisher: |
Minneapolis : Fed. Reserve Bank of Minneapolis, Research Dep. |
| Subject: | CAPM | Theorie | Theory | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Extent: | 73 Bl |
|---|---|
| Series: | Staff report / Research Department, Federal Reserve Bank of Minneapolis. - Minneapolis, Minn., ZDB-ID 1286394-4. - Vol. 208 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. Bl. 44 - 50 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000588919