| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w4043 |
| 来源ID | Working Paper 4043 |
| Empirical Testing of Asset Pricing Models | |
| Bruce N. Lehmann | |
| 发表日期 | 1992-04-01 |
| 出版年 | 1992 |
| 语种 | 英语 |
| 摘要 | This essay reviews the extensive literature on empirical testing of asset pricing models. It briefly describes the kinds of asset pricing models typically tested in the literature and explicates their econometric implications, both in terms of the estimation of relevant parameters and tests of their implied restrictions. Pertinent aspects of the available data on security prices and macroeconomic variables are discussed as well. The essay concludes with the examination of selected aspects of the current empirical state of asset pricing theory. |
| 主题 | Financial Economics ; Financial Markets ; Portfolio Selection and Asset Pricing |
| URL | https://www.nber.org/papers/w4043 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/561386 |
| 推荐引用方式 GB/T 7714 | Bruce N. Lehmann. Empirical Testing of Asset Pricing Models. 1992. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w4043.pdf（325KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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