Rational functions : an alternative approach to asset pricing
Year of publication: |
2019
|
---|---|
Authors: | Bhaduri nee Chakraborty, Nilanjana ; Elgammal, Mohammed Mohammed ; McMillan, David G. |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 20, p. 2091-2119
|
Subject: | Asset pricing | asset volumes | average returns | CAPM | Fama French 3 and 5 factor models | rational function model | Kapitaleinkommen | Capital income | Frankreich | France | Kapitalmarkttheorie | Financial economics | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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