Factor-loading uncertainty and expected returns
Year of publication: |
2013
|
---|---|
Authors: | Armstrong, Christopher ; Banerjee, Snehal ; Corona, Carlos |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 1, p. 158-207
|
Subject: | Risikoprämie | Risk premium | Investitionsrisiko | Investment risk | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory |
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