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The Cross–section of Risk Premia in the Italian Stock Market

✍ Scribed by Andrea Beltratti; Massimo Di Tria

Book ID
108557609
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
210 KB
Volume
31
Category
Article
ISSN
0391-5026

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## Introduction wo of the major paradigms of portfolio theory are the one-period Capital Asset T Pricing Model (CAPM) and the intertemporal Consumption Capital Asset Pricing Model (CCAPM). Each has encountered empirical problems. The CAPM fails to explain many well-documented anomalies (e.g., the