Dynamics of equity factor returns and asset pricing
Year of publication: |
2021
|
---|---|
Authors: | Stoyanov, Stoyan V. ; Fabozzi, Francesco A. |
Subject: | equity factors | volatility clustering | correlation dynamics | tail thickness | asset pricing | CAPM | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Korrelation | Correlation | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Risikoprämie | Risk premium |
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