Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying (2001)

by Martin Lettau , Sydney Ludvigson , John Heaton , Ravi Jagannathan , Timothy Simin , Robert Vishny
Venue:Journal of Political Economy
Citations:140 - 4 self

Document Versions

Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying –Martin Lettau, Sydney Ludvigson, John Heaton, Ravi Jagannathan, Timothy Simin, Robert Vishny — 2001 — Journal of Political Economy
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying –Martin Lettau, Sydney Ludvigson, John Heaton, Ravi Jagannathan, Timothy Simin, Robert Vishny — Journal of Political Economy
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying.” J.P.E –Author(s) Martin Lettau, Sydney Ludvigson, Martin Lettau, Sydney Ludvigson — 2001