Asset pricing in a multifactor setting
Year of publication: |
2022
|
---|---|
Authors: | Cayirl, Omer ; Kayalidere, Koray ; Aktas, Huseyin |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 22.2022, 6, p. 1062-1068
|
Subject: | Asset pricing | BetaCAPM | Multifactor models | Time-varying market risk premiums | Risikoprämie | Risk premium | CAPM | Kapitalmarkttheorie | Financial economics |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2022.08.001 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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