CAPM risk adjustment for exact aggregation over financial assets

Macroeconomic Dynamics

Volumn 1, Issue 2, 1997, Pages 485-512

  Barnett, William A ^a   Liu, Yi ^b   Jensen, Mark ^c  

^a WASHINGTON UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTH ALABAMA   (United States)

^c UNIVERSITY OF MISSOURI   (United States)

Author keywords

Aggregation; Capital Asset Pricing; Index Number Theory; Risk

Indexed keywords

EID: 0031354890     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100597003088     Document Type: Article

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