Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios
Year of publication: |
[2021]
|
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Authors: | Pesaran, M. Hashem ; Smith, Ron |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Diskontierung | Discounting | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (27 p) |
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Series: | CESifo Working Paper ; No. 9001 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3827614 [DOI] |
Classification: | c38 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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