Open AccessEvaluating the Specification Errors of Asset Pricing Models
Author(s) -
Robert J. Hodrick,
Xiaoyan Zhang
Publication year - 2000
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7661
Subject(s) - capital asset pricing model , computer science , econometrics , asset (computer security) , specification , business , economics , financial economics , actuarial science , computer security