On the market price of risk
Year of publication: |
2021
|
---|---|
Authors: | Korkie, Robert M. ; Turtle, Harry J. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 4, p. 675-718
|
Subject: | Market risk price | Sharpe ratio | Bounding asset investment opportunity sets | Noncentral F-distribution | Shrinkage estimators | Equity premium | Factor model | Business cycle | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risiko | Risk | Kapitaleinkommen | Capital income |
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