Resurrecting the (c)CAPM
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Resurrecting the (c)CAPM a cross-sectional test when risk premia are time-varying by Martin Lettau

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Published by Federal Reserve Bank of New York in [New York, N.Y.] .
Written in English


  • Capital assets pricing model.

Book details:

Edition Notes

StatementMartin Lettau and Sydney Ludvigson.
SeriesStaff reports ;, no. 93, Staff reports (Federal Reserve Bank of New York : Online) ;, no. 93.
ContributionsLudvigson, Sydney C., 1964-, Federal Reserve Bank of New York.
LC ClassificationsHB1
The Physical Object
FormatElectronic resource
ID Numbers
Open LibraryOL3476950M
LC Control Number2005616523

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