Asset pricing models and economic risk premia : a decomposition
Year of publication: |
2010
|
---|---|
Authors: | Balduzzi, Pierluigi ; Robotti, Cesare |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 1, p. 54-80
|
Subject: | CAPM | Risikoprämie | Risk premium | Aktienmarkt | Stock market | USA | United States |
-
Time-varying risk premia and the cross section of stock returns
Guo, Hui, (2006)
-
Lemke, Wolfgang, (2009)
-
Risk factors for the Swiss stock market
Ammann, Manuel, (2008)
- More ...
-
Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi, (2005)
-
Asset-pricing models and economic risk premia: A decomposition
Balduzzi, Pierluigi, (2005)
-
Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi, (2001)
- More ...