Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
Year of publication: |
2022
|
---|---|
Authors: | González Sánchez, Mariano |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-9
|
Subject: | Asset pricing | Emerging equity markets | Fama-French factors model | Stochastic discount factor | Theorie | Theory | CAPM | Schwellenländer | Emerging economies | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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