Pricing errors and estimates of risk premia in factor models
Year of publication: |
2010
|
---|---|
Authors: | Sawyer, Kim R. ; Gygax, André F. ; Hazledine, Matthew |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 3, p. 391-403
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Risikoprämie | Risk premium | Simulation |
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