A long-run rsiks model of asset pricing with fat tails
Year of publication: |
2010
|
---|---|
Authors: | Wang, Zhiguang ; Bidarkota, Prasad V. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 14.2010, 3, p. 409-449
|
Subject: | CAPM | Risikoprämie | Risk premium | Risiko | Risk | Statistische Verteilung | Statistical distribution |
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