A synthesis of two factor estimation methods
Gregory Connor, Robert Korajczyk and Robert T. Uhlaner
| Year of publication: |
August 2015
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|---|---|
| Authors: | Connor, Gregory ; Korajczyk, Robert A. ; Uhlaner, Robert T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 50.2015, 4, p. 825-842
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| Subject: | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Panel | Panel study | USA | United States | 1969-2008 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109015000307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431039