Predicting Premiums for the Market, Size, Value, and Momentum Factors
Year of publication: |
2009
|
---|---|
Authors: | Steiner, Michael |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1480007 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Volatility Spreads and Expected Stock Returns
Bali, Turan G., (2012)
-
Semivariance Premium and Expected Stock Returns
Huang, Tao, (2020)
-
Kausar, Saba, (2023)
- More ...
-
Steiner, Michael, (1998)
-
Regional differentiation in the Russian federation: A cluster-based typification
Steiner, Michael, (1998)
-
Steiner, Michael, (1999)
- More ...