Idiosyncratic risk matters!
Year of publication: |
2003
|
---|---|
Authors: | Goyal, Amit ; Santa-Clara, Pedro |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 3, p. 975-1007
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | USA | United States | Varianzanalyse | Analysis of variance | 1965-2000 |
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