Empirical Asset Pricing with Score-Driven Conditional Betas
Year of publication: |
2023
|
---|---|
Authors: | Giroux, Thomas ; Royer, Julien ; Zerbib, Olivier David |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Risikoprämie | Risk premium | Betafaktor | Beta risk | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 23, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4368247 [DOI] |
Classification: | G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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