The empirical risk-return relations : a factor analysis approach
Year of publication: |
2007
|
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Authors: | Ludvigson, Sydney C. ; Ng, Serena |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 83.2007, 1, p. 171-222
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risiko | Risk | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States |
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