Estimation risk, information, and the conditional CAPM : theory and evidence
Year of publication: |
2008
|
---|---|
Authors: | Kumar, Praveen ; Sorescu, Sorin M. ; Boehme, Rodney D. ; Danielsen, Bartley R. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 3, p. 1037-1075
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Kapitalkosten | Cost of capital | Informationsökonomik | Economics of information | Schätzung | Estimation | Risiko | Risk | Lernprozess | Learning process | Theorie | Theory | USA | United States | 1964-2004 |
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