Effects of return expectation on mutural funds' risk exposures
Year of publication: |
2015
|
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Authors: | Fischer, Mario ; Overkott, Maximilian |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 3, p. 156-169
|
Subject: | implied cost of capital | conditional asset pricing | market movements | mutual fund returns | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Kapitalkosten | Cost of capital | CAPM | Risikoprämie | Risk premium | Schätzung | Estimation | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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