The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework

Bertrand Maillet () and Emmanuel Jurczenko
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Bertrand Maillet: TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
Emmanuel Jurczenko: ESCP-EAP - ESCP-EAP - Ecole Supérieure de Commerce de Paris

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Date: 2002
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Published in Developments in Forecast Combination and Portfolio Choice, Wiley, pp.239-273, 2002

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