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CAPM risk adjustment for exact aggregation over financial assets
Barnett, William A.; Yi, Liu; Jensen, Mark J. - In: Macroeconomic dynamics 1 (1997) 2, pp. 485-512
Persistent link: https://www.econbiz.de/10001630065
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CAPM risk adjustment
Barnett, William A.; Yi, Liu; Jensen, Mark J. - In: The theory of monetary aggregation, (pp. 245-273). 2000
Persistent link: https://www.econbiz.de/10001508711
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The CAPM risk adjustment needed for exact aggregation over financial assets
Barnett, William A.; Liu, Yi; Xu, Haiyang; Jensen, Mark J. - 2012
Persistent link: https://www.econbiz.de/10009731635