共 17 条
- [2] BREEDEN D, 1979, J FINANC ECON, V7, P256
- [4] SOME EMPIRICAL TESTS OF THE THEORY OF ARBITRAGE PRICING [J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1393 - 1414
- [6] AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES [J]. ECONOMETRICA, 1985, 53 (02) : 363 - 384
- [7] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636
- [8] FAMA EF, 1981, AM ECON REV, V71, P545
- [9] A COMPARISON OF INFLATION-FORECASTS [J]. JOURNAL OF MONETARY ECONOMICS, 1984, 13 (03) : 327 - 348