𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Capital asset pricing models revisited: Evidence from errors in variables

✍ Scribed by Alain Coën; François-Éric Racicot


Book ID
116421614
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
157 KB
Volume
95
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Evaluating the consumption-capital asset
✍ Tom Engsted 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB

The consumption based capital asset pricing model is evaluated using bounds and 68 years of annual UK data. In contrast to the standard statistical methodology, the Hansen -Jagannathan methodology is fully non-parametric and based on only one principle from economic theory, namely the Law of One Pr