Risk Factors in Energy Utility Returns : An Augmented-Four-Factor Model
Year of publication: |
2016
|
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Authors: | Tulloch, Daniel J. |
Other Persons: | Diaz-Rainey, Ivan (contributor) ; Premachandra, I. M. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Energiewirtschaft | Energy sector | Elektrizitätswirtschaft | Electric power industry | Risikoprämie | Risk premium | CAPM | Theorie | Theory |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 29, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2739401 [DOI] |
Classification: | C51 - Model Construction and Estimation ; G12 - Asset Pricing ; G38 - Government Policy and Regulation ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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