The role of sorting portfolios in asset-pricing models
Year of publication: |
2011
|
---|---|
Authors: | Ernstberger, J. ; Haupt, H. ; Vogler, O. |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 18, p. 1381-1396
|
Publisher: |
Taylor & Francis Journals |
Subject: | sorting portfolios | asset pricing | Fama-French model | CAPM |
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