The pricing of time-varying beta
Year of publication: |
1997
|
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Authors: | González-Rivera, Gloria |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 22.1997, 3, p. 345-363
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | USA | United States |
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