Fundamental multifactor equity risk models
Frank J. Fabozzi; Raman Vardharaj; Frank J. Jones
| Year of publication: |
2008
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Vardharaj, Raman ; Jones, Frank Joseph |
| Published in: |
Investment management and financial management. - Hoboken, NJ : Wiley, ISBN 978-0-470-07815-0. - 2008, p. 307-317
|
| Subject: | Theorie | Theory | CAPM | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikoprämie | Risk premium | Finanzanalyse | Financial analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003764728