On cross-sectional determinants of expected returns
Year of publication: |
2005
|
---|---|
Authors: | Lehmann, Bruce Neal |
Published in: |
The legacy of Fischer Black. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-516836-4. - 2005, p. 187-196
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Erwartungsbildung | Expectation formation | Theorie | Theory | Börsenkurs | Share price | Risikoprämie | Risk premium |
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