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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Risikoprämie"
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Risikoprämie
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Fama, Eugene F.
1
Huang, Darien
1
Lotfaliei, Babak
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
10
Journal of banking & finance
7
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Journal of economic dynamics & control
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Asset variance risk premium and capital structure
Lotfaliei, Babak
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
2
,
pp. 647-691
Persistent link: https://www.econbiz.de/10012437422
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2
Volatility-of-volatility risk
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
Saved in:
3
Determining the number of priced state variables in the ICAPM
Fama, Eugene F.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 217-231
Persistent link: https://www.econbiz.de/10001246908
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