Is Aggregate Volatility a Priced Risk Factor?
Year of publication: |
2016
|
---|---|
Authors: | Peterburgsky, Stanley |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Risiko | Risk | Volatilität | Volatility |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 4, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2865319 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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