An analysis of covariance risk and pricing anomalies
Year of publication: |
2003
|
---|---|
Authors: | Moskowitz, Tobias J. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 16.2003, 2, p. 417-457
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Risiko | Risk | ARCH-Modell | ARCH model | USA | United States | Korrelation | Correlation | 1963-1997 |
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