Conditional asset pricing in international equity markets
Thanh D. Huynh
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Huynh, Thanh D. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 168-189
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| Subject: | Anomalies | Conditional asset pricing models | Multi-factor risk models | Lagged component betas | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.01.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748394