Size and value risk in financial firms
Seungho Baek; John F. O. Bilson
| Year of publication: |
2015
|
|---|---|
| Authors: | Baek, Seungho ; Bilson, John F. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 55.2015, p. 295-326
|
| Subject: | Empirical asset pricing | Arbitrage pricing theory | Fama-French factors | Nelson and Siegel model | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Risikomaß | Risk measure | Arbitrage Pricing | Arbitrage pricing |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011379102