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Multifaktormodelle zur Erklärung deutscher Aktienrenditen: eine empirische Analyse
Stehle, Richard; Schulz, Anja; Schröder, Michael; … - 2003
Dieses Papier untersucht, inwieweit Multifaktormodelle nach Fama/French (1993) am deutschen Aktienmarkt die zeitliche Streuung von Renditen abbilden und Portfolio-Renditen im Querschnitt erklären können. Analog zu vergleichbar angelegten Studien am US-amerikanischen, kanadischen und britischen...
Persistent link: https://www.econbiz.de/10010297296
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Essays in intertemporal investment decisions and asset prices
Restoy, Fernando - 1991
Persistent link: https://www.econbiz.de/10000883054
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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The valuation of cash flow forecasts : an empirical analysis
Kaplan, Steven N. - 1994
Persistent link: https://www.econbiz.de/10000888214
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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On risk-premia in an economy with stockholders and non-stockholders : a simple explanation of Mehra and Prescott puzzle
Saitō, Makoto - 1992
Persistent link: https://www.econbiz.de/10000855676
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The capital asset pricing model and regulated utility cost of equity determination
Harrington, Diana R. - 1979
Persistent link: https://www.econbiz.de/10000858840
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454