Multifactor risk loadings and abnormal returns under uncertainty and learning
Simone Salotti; Carmine Trecroci
| Year of publication: |
2014
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|---|---|
| Authors: | Salotti, Simone ; Trecroci, Carmine |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 3, p. 393-404
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| Subject: | Multifactor models | Time-varying alphas | Time-varying betas | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk | Betafaktor | Beta risk | Theorie | Theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10010492632