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CAPM Risk Adjustment

The Theory of Monetary Aggregation

ISBN: 978-0-44450-119-6, eISBN: 978-1-84950-849-0

ISSN: 0573-8555

Publication date: 30 June 2000

Citation

Barnett, W.A., Liu, Y. and Jensen, M. (2000), "CAPM Risk Adjustment", Barnett, W.A. and Serletis, A. (Ed.) The Theory of Monetary Aggregation (Contributions to Economic Analysis, Vol. 245), Emerald Group Publishing Limited, Bingley, pp. 245-273. https://doi.org/10.1108/S0573-8555(2000)0000245021

Publisher

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Emerald Group Publishing Limited

Copyright © 2000, Emerald Group Publishing Limited