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The CAPM is alive and well

Jagannathan, Ravi; Wang, Zhenyu - 1993

Persistent link: https://www.econbiz.de/10000881167

The conditional CAPM and the cross-section of expected returns

Jagannathan, Ravi; Wang, Zhenyu - 1995

Persistent link: https://www.econbiz.de/10000933194

A note on the asymptotic covariance in Fama-MacBeth regression

Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-801

Persistent link: https://www.econbiz.de/10001238217

An asymptotic theory for estimating beta-pricing models using cross-sectional regression

Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1309

Persistent link: https://www.econbiz.de/10001247200

Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods

Jagannathan, Ravi; Wang, Zhenyu - 2001

Persistent link: https://www.econbiz.de/10001548712

The conditional CAPM and the cross-section of expected returns

Jagannathan, Ravi; Wang, Zhenyu - 1996

Persistent link: https://www.econbiz.de/10000588919

Generalized method of moments : applications in finance

Jagannathan, Ravi; Skoulakis, Georgios; Wang, Zhenyu - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 470-481

Persistent link: https://www.econbiz.de/10001705960

Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods

Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368

Persistent link: https://www.econbiz.de/10001709440

The analysis of the cross-section of security returns

Jagannathan, Ravi; Skoulakis, Georgios; Wang, Zhenyu - 2010

Persistent link: https://www.econbiz.de/10003900742

The Conditional CAPM and the Cross-Section of Expected Returns

Wang, Zhenyu - 1998

Most empirical studies of the static CAPM assume that betas remain constant over time and that the return on the value-weighted portfolio of all stocks is a proxy for the return on aggregate wealth. The general consensus is that the static CAPM is unable to explain satisfactorily the...

Persistent link: https://www.econbiz.de/10012791416