Are Fama-French and momentum factors really priced?
Year of publication: |
2003
|
---|---|
Authors: | Tai, Chu-sheng |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 13.2003, 4/5, p. 359-384
|
Subject: | CAPM | Risikoprämie | Risk premium | ARCH-Modell | ARCH model |
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