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

• 成果类型: Article
• 署名作者: GIBBONS, MR; FERSON, W
• 署名单位: University of Pennsylvania
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(85)90015-7
• 发表日期: 1985
• 页码: 217-236