Equity risk factor models
Year of publication: |
2003
|
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Authors: | Zangari, Peter |
Published in: |
Modern investment management : an equilibrium approach. - Hoboken, NJ : John Wiley, ISBN 0-471-12410-9. - 2003, p. 334-395
|
Subject: | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Risikomanagement | Risk management |
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