Uncovering the Risk-Return Relation in the Stock Market
收藏NBER2003-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9927
下载链接
链接失效反馈官方服务：
资源简介：
There is an ongoing debate in the literature about the apparent weak or negative relation between risk (conditional variance) and return (expected returns) in the aggregate stock market. We develop and estimate an empirical model based on the ICAPM to investigate this relation. Our primary
提供机构：
美国国家经济研究局
创建时间：
2003-08-01
