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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Ang, Andrew"
~subject:"Schätzung"
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Schätzung
Beta risk
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Betafaktor
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Book-to-market premium
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CAPM
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Capital income
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Conditional alpha
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Estimation
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Ang, Andrew
Kelly, Bryan T.
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2
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Journal of financial economics
Journal of international money and finance
NBER working paper series
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CREATES research paper
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Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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