The cross section of expected returns with MIDAS betas
Year of publication: |
2012
|
---|---|
Authors: | González, Mariano ; Nave Pineda, Juan M. ; Rubio, Gonzalo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 1, p. 115-135
|
Subject: | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium |
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