Asset Pricing Anomalies : Two Hedge Factors with Negative Risk Premia Embedded in Portfolios!
Year of publication: |
2017
|
---|---|
Authors: | Muralidhar, Arun |
Other Persons: | Savickas, Robert (contributor) ; Mao, Tzu-Jui (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Risikoprämie | Risk premium | Hedging | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 14, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2899418 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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