Tests of multifactor pricing models, volatility bounds and portfolio performance
Wayne E. Ferson
| Year of publication: |
2003
|
|---|---|
| Authors: | Ferson, Wayne E. |
| Published in: |
Financial markets and asset pricing ; 1B. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51363-9. - 2003, p. 743-802
|
| Subject: | CAPM | Diskontierung | Discounting | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001832884