The Enhanced Risk Premium Factor Model & Expected Returns
Year of publication: |
2012
|
---|---|
Authors: | Estrada, Javier |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Schätzung | Estimation |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 31, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2172164 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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