Commodity Risks and the Cross-Section of Equity Returns
Year of publication: |
2019
|
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Authors: | Brooks, Chris |
Other Persons: | Fernandez-Perez, Adrian (contributor) ; Miffre, Joëlle (contributor) ; Nneji, Ogonna (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: British Accounting Review, Vol. 48, 134-150 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2490347 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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