Betting Against Beta (and Gamma) Using Government Bonds
Year of publication: |
2015
|
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Authors: | Durham, J. Benson |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Öffentliche Anleihe | Public bond | CAPM | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (44 p) |
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Series: | FRB of New York Staff Report ; No. 708 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015-01-01 erstellt |
Other identifiers: | 10.2139/ssrn.2646031 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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