Tests of asset pricing with time髒arying expected risk premiums and market betas

WE Ferson, S Kandel, RF Stambaugh - The Journal of Finance, 1987 - Wiley Online Library
Tests of asset髉ricing models are developed that allow expected risk premiums and market
betas to vary over time. These tests exploit the relation between expected excess returns …
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Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas.

WE FERSON, S KANDEL… - Journal of Finance …, 1987 - search.ebscohost.com
Tests of asset-pricing models are developed that allow expected risk premiums and market
betas to vary over time. These tests exploit the relation between expected excess return and …

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

WE Ferson, S Kandel, RF Stambaugh - Journal of Finance, 1987 - JSTOR
Tests of asset-pricing models are developed that allow expected risk premiums and market
betas to vary over time. These tests exploit the relation between expected excess returns …

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

WE Ferson, S Kandel, R Stambaugh - Journal of Finance, 1987 - econpapers.repec.org
Tests of asset-pricing models are developed that allow expected risk premiums and market
betas to vary over time. These tests exploit the relation between expected excess returns …

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

WE Ferson, S Kandel, RF Stambaugh - Journal of Finance, 1987 - ideas.repec.org
Tests of asset-pricing models are developed that allow expected risk premiums and market
betas to vary over time. These tests exploit the relation between expected excess returns …