Asset-pricing models and economic risk premia : a decomposition
Year of publication: |
2005
|
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Other Persons: | Balduzzi, Pierluigi (contributor) ; Robotti, Cesare (contributor) |
Publisher: |
Atlanta, Ga. : Federal Reserve Bank of Atlanta |
Subject: | economic risk premium | asset-pricing models | mispricing | maximum-correlation mimicking portfolios | nontraded factors | CAPM | Risikoprämie | Risk premium | Aktienmarkt | Stock market | USA | United States |
Extent: | Online-Ressource, 535 KB, text |
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Series: | Working papers / Federal Reserve Bank of Atlanta. - Atlanta, Ga. : [Verlag nicht ermittelbar], ISSN 1936-5225, ZDB-ID 2171117-3. - Vol. 2005-13 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Record-last-verified: 06-10-05 |
Other identifiers: | hdl:10419/101009 [Handle] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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