The size premium in equity markets : where is the risk?
Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière, and Jean-Philippe Bouchaud
| Year of publication: |
2019
|
|---|---|
| Authors: | Ciliberti, Stefano ; Sérié, Emmanuel ; Simon, Guillaume ; Lempérière, Yves ; Bouchaud, Jean-Philippe |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 45.2019, 5, p. 58-68
|
| Subject: | Risikoprämie | Risk premium | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size |
| 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/10012116077