Firms' exposures to geographic risks
Year of publication: |
29 November 2020
|
---|---|
Authors: | Dumas, Bernard ; Gabuniya, Tymur ; Marston, Richard C. |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | stock return indexes | stock return exposures | geographic investing | factor models | country factors | expectations-maximization algorithm | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Faktorenanalyse | Factor analysis | Schätzung | Estimation | CAPM |
Extent: | 1 Online-Ressource (circa 49 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15503 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Estimating the volatility of asset pricing factors
Becker, Janis, (2018)
-
A common pattern across asset pricing anomalies
Božović, Miloš, (2022)
-
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš, (2023)
- More ...
-
Firms' Exposures to Geographic Risks
Dumas, Bernard, (2020)
-
Firms' exposures to geographic risks
Dumas, Bernard, (2020)
-
Firms' exposures to geographic risks
Dumas, Bernard, (2022)
- More ...