CAPM, components of beta and the cross section of expected returns
Year of publication: |
2018
|
---|---|
Authors: | Cenesizoglu, Tolga ; Reeves, Jonathan J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 49.2018, p. 223-246
|
Subject: | Asset pricing | Component models | Realized beta | Systematic risk | CAPM | Betafaktor | Beta risk | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model |
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