The Common Factor in Idiosyncratic Volatility : Quantitative Asset Pricing Implications
Year of publication: |
2014
|
---|---|
Authors: | Herskovic, Bernard |
Other Persons: | Kelly, Bryan T. (contributor) ; Lustig, Hanno N. (contributor) ; Van Nieuwerburgh, Stijn (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Series: | NBER Working Paper ; No. w20076 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2014 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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