The world price of covariance risk
Year of publication: |
1991
|
---|---|
Authors: | Harvey, Campbell R. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 1, p. 111-157
|
Subject: | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Länderrisiko | Country risk | CAPM | OECD-Staaten | OECD countries | 1969-1989 |
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