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Empirical evaluation of asset pricing models: a comparison of the SDF and beta methods
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Authors:
Jagannathan, Ravi
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Wang, Zhenyu
Year: 2001 Publisher: Cambridge, Mass. National Bureau of Economic Research
Year: 2001 Publisher: Cambridge, Mass. National Bureau of Economic Research
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Digital
The CAPM is alive and well
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The conditional CAPM and the cross-section of expected returns
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Authors:
Jagannathan, Ravi
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Wang, Zhenyu
Year: 1996 Publisher: Minneapolis Federal Reserve Bank of Minneapolis
Year: 1996 Publisher: Minneapolis Federal Reserve Bank of Minneapolis
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The effects of tax on bank liability structure
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Authors:
Gambacorta, Leonardo
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Ricotti, Giacomo
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Sundaresan, Suresh
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Wang, Zhenyu
Year: 2017 Publisher: [Roma] Banca d'Italia
Year: 2017 Publisher: [Roma] Banca d'Italia
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