The stable long-run CAPM and cross-section of expected returns /

Bibliographic Details
Main Author: Kurz-Kim, Jeong-Ryeol, 1959-
Format: Book
Published: Frankfurt : Deutsche Bundesbank. Economic Research Centre, 2002
Series:Discussion paper ; no. 05/02
Subjects:
Table of Contents:
  • 1. Introduction
  • 2. Empirical evidence
  • 3. The stable long-run CAPM
  • 4. An empirical application
  • 5. Empirical performance
  • 6. Conclusion
  • References.