Empirical evaluation of asset pricing models: a comparison of the SDF and beta methods
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Series: | NBER working paper series
8098 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w8098.pdf |
| Physical Description: | 48 S. graph. Darst. |
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| indexdate | 2024-12-20T13:19:14Z |
| institution | BVB |
| language | English |
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| physical | 48 S. graph. Darst. |
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| spelling | Jagannathan, Ravi 1949- Verfasser (DE-588)129325570 aut Empirical evaluation of asset pricing models a comparison of the SDF and beta methods Ravi Jagannathan; Zhenyu Wang Cambridge, Mass. National Bureau of Economic Research 2001 48 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier NBER working paper series 8098 Ökonometrisches Modell Assets (Accounting) Prices Econometric models Moments method (Statistics) Wang, Zhenyu Verfasser aut Erscheint auch als Online-Ausgabe NBER working paper series 8098 (DE-604)BV002801238 8098 http://papers.nber.org/papers/w8098.pdf kostenfrei Volltext |
| spellingShingle | Jagannathan, Ravi 1949- Wang, Zhenyu Empirical evaluation of asset pricing models a comparison of the SDF and beta methods NBER working paper series Ökonometrisches Modell Assets (Accounting) Prices Econometric models Moments method (Statistics) |
| title | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods |
| title_auth | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods |
| title_exact_search | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods |
| title_full | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods Ravi Jagannathan; Zhenyu Wang |
| title_fullStr | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods Ravi Jagannathan; Zhenyu Wang |
| title_full_unstemmed | Empirical evaluation of asset pricing models a comparison of the SDF and beta methods Ravi Jagannathan; Zhenyu Wang |
| title_short | Empirical evaluation of asset pricing models |
| title_sort | empirical evaluation of asset pricing models a comparison of the sdf and beta methods |
| title_sub | a comparison of the SDF and beta methods |
| topic | Ökonometrisches Modell Assets (Accounting) Prices Econometric models Moments method (Statistics) |
| topic_facet | Ökonometrisches Modell Assets (Accounting) Prices Econometric models Moments method (Statistics) |
| url | http://papers.nber.org/papers/w8098.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT jagannathanravi empiricalevaluationofassetpricingmodelsacomparisonofthesdfandbetamethods AT wangzhenyu empiricalevaluationofassetpricingmodelsacomparisonofthesdfandbetamethods |