internationalization and a higher free float. In this paper, we investigate to what extent these changes influenced the well-known risk … four major results: First, we find an insignificant (positive) market risk premium, a significant negative size premium, a … significant positive value premium and a significant positive momentum premium. Second, the correlation within all four risk …

risk premia with implied returns, because estimation techniques with good performance results are hardly suited to describe …

Während direkte Immobilieninvestments lang Zeit als renditeträchtig bei gleichzeitig begrenztem Risiko galten, führte …, sondern auch für das Risiko-Management bei Hypothekenfinanzierern sowie für wirtschaftspolitische Institutionen, Zentralbanken …

internationalization and a higher free float. In this paper, we investigate to what extent these changes influenced the well-known risk … four major results: First, we find an insignificant (positive) market risk premium, a significant negative size premium, a … significant positive value premium and a significant positive momentum premium. Second, the correlation within all four risk …

internationalization and a higher free float. In this paper, we investigate to what extent these changes influenced the well-known risk … four major results: First, we find an insignificant (positive) market risk premium, a significant negative size premium, a … significant positive value premium and a significant positive momentum premium. Second, the correlation within all four risk …

Anlagekorb" handelt. Die Neigung, ein Portfolio mit allen Anlageformen zu halten, nimmt mit wachsender Scheu vor dem Risiko ab …