Spurious Tail Risk Factors and Asset Prices
Year of publication: |
2022
|
---|---|
Authors: | Nicolas, Maxime L. D. |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Risikoprämie | Risk premium | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | Schätztheorie | Estimation theory |
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