Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
收藏NBER2003-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9441
下载链接
链接失效反馈官方服务：
资源简介：
Three concepts: stochastic discount factors, multi-beta pricing and mean variance efficiency, are at the core of modern empirical asset pricing. This paper reviews these paradigms and the relations among them, concentrating on conditional asset pricing models where lagged variables serve as
提供机构：
美国国家经济研究局创建时间：
2003-01-01
