Test of Asset Pricing Models With Changing Expectations

Wayne Ferson (), S.R. Foester and D.B. Kein

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: prices; economic models; information; risk (search for similar items in EconPapers)
Pages: 32 pages
Date: 1991
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Working Paper: Tests of Asset Pricing Models with Changing Expectations
Working Paper: Tests of Asset Pricing Models with Changing Expectations
Working Paper: Tests of Asset Pricing Models with Changing Expectations
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:1-91

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