Tests of the multiperiod two-parameter model

DOI10.1016/0304-405X(74)90008-7zbMATH Open1131.91336OpenAlexW1968278397WikidataQ127305893 ScholiaQ127305893MaRDI QIDQ5452374FDOQ5452374

Authors: Eugene Fama, James D. MacBeth 

Publication date: 3 April 2008

Published in: Journal of Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-405x(74)90008-7

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Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

Cited In (2)

• Inflation and bitcoin: a descriptive time-series analysis
• Robust estimation with flexible parametric distributions: estimation of utility stock betas

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