Volatility bounds for stochastic discount factors on global stock markets
Year of publication: |
2003
|
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Authors: | Drobetz, Wolfgang |
Published in: |
Schmollers Jahrbuch : journal of contextual economics. - Berlin : Duncker & Humblot, ISSN 1439-121X, ZDB-ID 2022614-7. - Vol. 123.2003, 4, p. 471-500
|
Subject: | CAPM | Währungsrisiko | Exchange rate risk | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Theorie | Theory |
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