Modeling the risk and return relation conditional on markt volatility and market conditions
Don U. A. Galagedera; Robert Faff
| Year of publication: |
2005
|
|---|---|
| Authors: | Galagedera, Don U. A. ; Faff, Robert W. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 1, p. 75-95
|
| Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Volatilität | Volatility | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002625219