Time-Varying Beta and the Value Premium : A Single-Index Varying-Coefficient Model Approach
Year of publication: |
2015
|
---|---|
Authors: | Guo, Hui |
Other Persons: | Wu, Chaojiang (contributor) ; Yu, Yan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2574080 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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