RISK AND RETURN - CONSUMPTION-BETA VERSUS MARKET-BETA

被引：83

作者：

MANKIW, NG

SHAPIRO, MD

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.2307/1926022

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：452 / 459

页数：8

共 31 条

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[4]

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[5]

DUNN KB, 1984, NBER1415 WORK PAP

[6] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

FAMA, EF ;

MACBETH, JD .

[7]

FAMA EF, 1975, AM ECON REV, V65, P269

[8]

FAMA EF, 1976, F FINANCE

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[10]

GARBER PM, 1983, NBER31 TECHN WORK PA