Fear and the Fama-French factors
Year of publication: |
2011
|
---|---|
Authors: | Durand, Robert B. ; Lim, Dominic ; Zumwalt, J. Kenton |
Published in: |
Financial management. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0046-3892, ZDB-ID 186034-3. - Vol. 40.2011, 2, p. 409-426
|
Subject: | USA | United States | Theorie | Theory | CAPM | Risikoprämie | Risk premium |
-
Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo, (1993)
-
Saitō, Makoto, (1992)
-
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y., (1993)
- More ...
-
Fear and the Fama‐French Factors
Durand, Robert B., (2011)
-
Fear and the Fama‐French Factors
Durand, Robert B., (2011)
-
Fear and the Fama-French Factors
Durand, Robert B. B., (2007)
- More ...