Can alpha be captured by risk premia?
Jennifer Bender, P. Brett Hammond, and William Mok
| Year of publication: |
2014
|
|---|---|
| Authors: | Bender, Jennifer ; Hammond, P. Brett ; Mok, William |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 2, p. 18-29
|
| Subject: | Portfolio-Management | Portfolio selection | USA | United States | CAPM | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010365124