Research in Applied Economics

Tsuji, Chikashi, Graduate School of Systems and Information Engineering, University of Tsukuba, Japan

• Vol 1, No 1 (2009) - Articles
  Can We Resurrect the CAPM in Japan? Evaluating Conditional Asset Pricing Models by Incorporating Time-varying Price of Risk
  Abstract  PDF

Research in Applied Economics ISSN 1948-5433

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