Diversified returns, aggregate wealth and varying market risk premium: testing the CAPM with data for Mexico

Lourdes Trevino ()
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Lourdes Trevino: Universidad Autonoma de Nuevo Leon

EconoQuantum, Revista de Economia y Finanzas, 2009, vol. 6, issue 1, 127-136

Keywords: CAPM; Human capital; conditional beta. (search for similar items in EconPapers)
JEL-codes: E30 E44 G12 (search for similar items in EconPapers)
Date: 2009
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