A cross section of equity returns : the no-arbitrage test
by Pongrapeeporn Abhakorn; Peter N. Smith; Michael R. Wickens
| Year of publication: |
2011
|
|---|---|
| Authors: | Abhakorn, Pongrapeeporn ; Smith, Peter N. ; Wickens, Michael R. |
| Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
| Subject: | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Arbitrage | Risikoprämie | Risk premium |
| Extent: | Online-Ressource (PDF-Datei: 21 S., 277 KB) graph. Darst. |
|---|---|
| Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. - Vol. 2011,23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009381294