Term structure of risk in expected returns
Year of publication: |
2021
|
---|---|
Authors: | Zviadadze, Irina |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 12, p. 6032-6086
|
Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | CAPM | Statistischer Test | Statistical test | Risiko | Risk | Kapitaleinkommen | Capital income | Schock | Shock | USA | United States | 1993-2009 |
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