Macroeconomic Risks and Characteristic-Based Factor Models
Year of publication: |
[2019]
|
---|---|
Authors: | Bartram, Söhnke M. |
Other Persons: | Aretz, Kevin (contributor) ; Pope, Peter F. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.686983 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Revisiting the home bias puzzle: Downside equity risk
Campbell, Rachel A., (2006)
-
Uhlenbrock, Birgit, (2009)
-
International diversification with securitized real estate and the veiling glare from currency risk
Kroencke, Tim Alexander, (2011)
- More ...
-
Macroeconomic risks and characteristic-based factor models
Aretz, Kevin, (2010)
-
Asymmetric loss functions and the rationality of expected stock returns
Aretz, Kevin, (2011)
-
Asymmetric Loss Functions and the Rationality of Expected Stock Returns
Aretz, Kevin, (2019)
- More ...