Asset Pricing Tests, Endogeneity Issues and Fama-French Factors
Year of publication: |
[2022]
|
---|---|
Authors: | Allen, David E. |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4150107 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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