Risk premium contributions of the Fama and French mimicking factors
Year of publication: |
2019
|
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Authors: | Bank, Matthias ; Insam, Franz |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 347-356
|
Subject: | Asset pricing | Fama-French model | Risk premium contributions | Decomposition | Predictability | January effect | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Frankreich | France | Prognoseverfahren | Forecasting model |
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