Bayesian Inference and Asset Pricing
This paper tests portfolio efficiency in a multivariate context using Bayesian techniques and extends the Bayesian portfolio efficiency literature by...
DP 213
Multicountry Comparisons of the Consumption Based Capital Asset Pricing Model: Germany, Japan and USA
This paper presents a series of empirical tests of the traditional Consumption Based Capital Asset Pricing Model using data from the German, Japanese...
DP 209