A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Year of publication: |
2020
|
---|---|
Authors: | Cooper, Ilan |
Other Persons: | Mitrache, Andreea (contributor) ; Priestley, Richard (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Wirtschaftslage | Macroeconomic performance | Welt | World |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2768040 [DOI] |
Classification: | G1 - General Financial Markets ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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