Pricing the hedging factor in the cross-section of stock returns
Kwamie Dunbar
| Year of publication: |
2021
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|---|---|
| Authors: | Dunbar, Kwamie |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-20
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| Subject: | Fama-French three-factor model | Hedging risk factor | Intertemporal capital asset pricing model | Theorie | Theory | CAPM | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821473