Title of article
Do CAPM results hold in a dynamic economy? A numerical analysis
Author/Authors
Levent Akdeniz، نويسنده , , W. Davis Dechert، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
23
From page
981
To page
1003
Keywords
Stochasticgrowth models , Projection methods , Asset pricing models , Computational economics
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237458
Link To Document