Macroeconomic risk and asset pricing : estimating the APT with observable factors
John Ammer
| Year of publication: |
1993
|
|---|---|
| Authors: | Ammer, John |
| Institutions: | Federal Reserve System / Board of Governors (contributor) |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Schätztheorie | Estimation theory | Risiko | Risk |
| Extent: | 48 S |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 448 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 28 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000870264