Tests of CAPM on an International Portfolio of Bonds and Stocks
收藏NBER1993-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4598
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资源简介：
This paper estimates and tests an international version of the Capital Asset Pricing Model. Investors from the U.S., Germany and Japan choose a portfolio that includes bonds and equities from each of these countries to maximize a function of the mean and variance of returns. Investors in each
提供机构：
美国国家经济研究局
创建时间：
1993-12-01
