Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Martin Lettau
Sydney Ludvigson


Journal of Political Economy, December 2001, 109(6): 1238-1287.
Reprinted in Financial Markets and the Real Economy, Volume 18 of The International Library of Critical Writings in Financial Economics,
edited by John H. Cochrane. Northampton, MA: Edward Elgar Publishing, Inc., 2006.  

链接地址http://www.journals.uchicago.edu/doi/abs/10.1086/323282