The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets

William Barnett, Yi Liu, Haiyang Xu and Mark Jensen
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Yi Liu: Washington University in St.Louis
Haiyang Xu: Washington University in St.Louis

No 201215, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS from University of Kansas, Department of Economics

Pages: 48 pages
Date: 2012-09, Revised 2012-09
New Economics Papers: this item is included in nep-rmg
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Working Paper: The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets (1996)
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