Exchange risk and universal returns : a test of international arbitrage pricing theory
Will J. Armstrong; Johan Knif; James W. Kolari; Seppo Pynnönen
| Year of publication: |
2012
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|---|---|
| Authors: | Armstrong, Will J. ; Knif, Johan ; Kolari, James W. ; Pynnönen, Seppo |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 20.2012, 1, p. 24-40
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| Subject: | CAPM | Theorie | Theory | Wechselkurs | Exchange rate | Arbitrage | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009629180