Incremental variables and the investment opportunity set
Year of publication: |
September 2015
|
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Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 117.2015, 3, p. 470-488
|
Subject: | Incremental variables | Investment opportunity set | Portfolio returns | Variable attenuation | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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