Capital asset pricing with a stochastic horizon
Year of publication: |
2020
|
---|---|
Authors: | Brennan, Michael J. ; Zhang, Yuzhao |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 3, p. 783-827
|
Subject: | Fama-French | CAPM | Zeit | Time | USA | United States |
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