Bayesian estimation of risk-premia in an APT context
Theofanis Darsinos
| Year of publication: |
June 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Darsinos, Theofanis (contributor) ; Satchell, Stephen (contributor) |
| Institutions: | University of Cambridge / Department of Applied Economics (contributor) ; University of Cambridge / Faculty of Economics (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing |
| Extent: | Online-Ressource, 23 p., text |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 0329 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001766123