Diagnosing Asset Pricing Models Using the Distribution of Asset Returns

• 1 July 1991
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 46  (3) , 955-983
• https://doi.org/10.2307/2328550

Abstract

Keywords

• MODEL
• ASSET RETURNS
• FUNCTION
• PORTFOLIO
• DISCOUNT FACTOR
• MOMENTS
• SMALL FIRM