Granular Betas and Risk Premium Functions
Year of publication: |
2022
|
---|---|
Authors: | Bollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, Rogier |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Betafaktor | Beta risk | CAPM |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 26, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4258489 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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