Beta and Coskewness Pricing : Perspective from Probability Weighting
Year of publication: |
2020
|
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Authors: | Shi, Yun |
Other Persons: | Cui, Xiangyu (contributor) ; Zhou, Xun Yu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | CAPM | Betafaktor | Beta risk | Theorie | Theory | Risiko | Risk |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3579960 [DOI] |
Classification: | g4 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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