Levered Noise and the Limits of Arbitrage Pricing : Implications for the Term Structure of Equity Risk Premia
Year of publication: |
2019
|
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Authors: | Boguth, Oliver |
Other Persons: | Carlson, Murray (contributor) ; Fisher, Adlai J. (contributor) ; Simutin, Mikhail (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics | Arbitrage | CAPM | Schätzung | Estimation | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing |
Extent: | 1 Online-Ressource (52 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 31, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.1931105 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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