The joint dynamics of equity market factors
Year of publication: |
2013
|
---|---|
Authors: | Christoffersen, Peter F. ; Langlois, Hugues |
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. 48.2013, 5, p. 1371-1404
|
Subject: | Aktienmarkt | Stock market | Korrelation | Correlation | Diversifikation | Diversification | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | USA | United States | 1963-2010 |
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