Risikofaktoren und Multifaktorenmodelle für den deutschen Aktienmarkt
Year of publication: |
2013
|
---|---|
Authors: | Hanauer, Matthias ; Kaserer, Christoph ; Rapp, Marc Steffen |
Published in: |
Betriebswirtschaftliche Forschung und Praxis : BFuP. - Bochum : NWB-Verl., ISSN 0340-5370, ZDB-ID 2066-7. - Vol. 65.2013, 5, p. 469-492
|
Subject: | CAPM | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Aktienmarkt | Stock market | Deutschland | Germany |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | German |
Notes: | Zsfassung in engl. Sprache Literaturangaben |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Modelling multivariate moments in European stock markets
Mauleón Torres, Ignacio, (2006)
-
Olson, Eric, (2014)
-
Forecasting Expected Shortfall : Should We Use a Multivariate Model for Stock Market Factors?
Fortin, Alain-Philippe, (2019)
- More ...
-
Hanauer, Matthias, (2011)
-
Hanauer, Matthias, (2011)
-
Hanauer, Matthias, (2011)
- More ...