Empirical evaluation of asset pricing models
Subtitle: a comparison of the SDF and beta methods
By: Ravi Jagannathan, Zhenyu Wang.
Contributors: Wang, Zhenyou.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8098; Working paper series (National Bureau of Economic Research) -- working paper no. 8098.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Assets (Accounting) -- Prices -- Econometric models.; Moments method (Statistics)
Genres: Econometric models.
Notes: "January 2001."

JEL no. G0, C5.

Includes bibliographical references (p. 40-42).

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Electronic version available via the Internet at the NBER World Wide Web site.