Time varying market price of risk in the CAPM approaches, empirical evidence and implications

Christian M. Hafner; Helmut Herwartz. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse

Year of publication:	1999
Authors:	Hafner, Christian M. ; Herwartz, Helmut
Institutions:	Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor)
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	CAPM \| Theorie \| Theory \| Risikoprämie \| Risk premium \| Deutschland \| Germany \| Betafaktor \| Beta risk \| Zeitökonomie \| Economy of time

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