✦ LIBER ✦

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

✍ Scribed by Wayne E. Ferson, Shmuel Kandel and Robert F. Stambaugh

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

International Asset Pricing and Portfoli

✍ Giorgio de Santis and Bruno Gerard 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 1006 KB

Risk premiums and conditional covariance

✍ Shigeyuki Hamori 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 783 KB

Time Varying Market Leverage, the Market

✍ Martin Lally 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB

A Capital Asset Pricing Model with Time-

✍ Tim Bollerslev, Robert F. Engle and Jeffrey M. Wooldridge 📂 Article 📅 1988 🏛 University of Chicago Press 🌐 English ⚖ 903 KB

Accounting for the Accuracy of Beta Esti

✍ Tom Berglund; Johan Knif 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 64 KB

Alternative beta risk estimators and ass

✍ Javed Iqbal; Robert Brooks 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 192 KB