Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Christian M. Hafner ; Helmut Herwartz
| Year of publication: |
1998
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|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 19.1998, 2, p. 93-112
|
| Subject: | Risikoprämie | Risk premium | Betafaktor | Beta risk | CAPM | Zeitökonomie | Economy of time | Theorie | Theory | Deutschland | Germany |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001476791