Absolute and relative measures of time-varying risk premia and the predicatability of stock returns
Angela J. Black
| Year of publication: |
1995
|
|---|---|
| Authors: | Black, Angela J. |
| Institutions: | University of St Andrews / Department of Economics (contributor) ; University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm (contributor) |
| Publisher: |
St. Andrews : St. Salvator's College |
| Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory |
| Extent: | 23 S graph. Darst 21 cm |
|---|---|
| Series: | Discussion paper series. - St. Andrews, Scotland : St. Salvatorś College, ISSN 0962-4031, ZDB-ID 2195254-1. - Vol. 9514 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie ; Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Includes bibliographichal references |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000554555