Disentangling beta and value premium using macroeconomic risk factors
William Espe and Pradosh Simlai
| Year of publication: |
2012
|
|---|---|
| Authors: | Espe, William ; Simlai, Pradosh |
| Published in: |
Business economics : the journal of the National Association for Business Economists. - London : Palgrave Macmillan, ISSN 0007-666X, ZDB-ID 963268-2. - Vol. 47.2012, 2, p. 104-118
|
| Subject: | Risikoprämie | Risk premium | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Risiko | Risk | Schätzung | Estimation |
| 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/10009618849