doi.org/10.1016/j.jfineco.2018.08.009

The CAPM strikes back? An equilibrium model with disasters

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Journal of Financial Economics12.00

Volume: 131, Issue: 2, Pages: 269 - 298

Published: Aug 28, 2018

Paper Fields

Paper Details

Title

The CAPM strikes back? An equilibrium model with disasters

DOI

doi.org/10.1016/j.jfineco.2018.08.009

Published Date

Aug 28, 2018

Journal

Journal of Financial Economics

Volume

131

Issue

2

Pages

269 - 298

Notes

History