Pricing the Global Industry Portfolios
收藏NBER2002-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9344
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资源简介：
We investigate the ability of several international asset pricing models to price the returns on 36 FTSE global industry portfolios. The models are the international capital asset pricing model (ICAPM) the ICAPM with exchange risks, and global two-factor and three-factor Fama-French (1996, 1998)
提供机构：
美国国家经济研究局
创建时间：
2002-11-01
