The Conditional Capital Asset Pricing Model Revisited : Evidence from High-Frequency Betas
Year of publication: |
2019
|
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Authors: | Hollstein, Fabian |
Other Persons: | Prokopczuk, Marcel (contributor) ; Wese Simen, Chardin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | CAPM | Betafaktor | Beta risk | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (52 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Management Science, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2019 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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