The role of sentiment in global risk premia
Karl Ludwig Keiber and Helene Samyschew
| Year of publication: |
2015
|
|---|---|
| Authors: | Keiber, Karl Ludwig ; Samyschew, Helene |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 19/21, p. 2073-2091
|
| Subject: | international asset pricing | global risk premia | sentiment | conditional beta pricing model | CAPM | Risikoprämie | Risk premium | Welt | World | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Risiko | Risk | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010513348