A multifactor model of Philippine stock returns using latent macro risk factors
Year of publication: |
2004
|
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Authors: | Aquino, Rodolfo Q. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 15, p. 961-968
|
Subject: | Kapitaleinkommen | Capital income | Philippinen | Philippines | Risiko | Risk | CAPM | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium |
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