TESTING ASSET PRICING-MODELS WITH CHANGING EXPECTATIONS AND AN UNOBSERVABLE MARKET PORTFOLIO

被引：118

作者：

GIBBONS, MR ^{[1
]}

FERSON, W ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 02期

关键词：

D O I：

10.1016/0304-405X(85)90015-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：217 / 236

页数：20

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