Explanations for the instability of equity beta : Risk-free rate changes and leverage effects
Year of publication: |
1985
|
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Authors: | DeJong, Douglas V. ; Collins, Daniel W. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 20.1985, 1, p. 73-94
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Subject: | Kapitalanlage Portefeuilleplanung | Vereinigte Staaten |
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