Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Year of publication: |
2018
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Authors: | Fletcher, Jonathan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 46.2018, p. 114-129
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Subject: | Bayesian test | Conditional models | Linear factor models | Stock characteristics | Kapitaleinkommen | Capital income | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price |
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