Using stocks or portfolios in tests of factor models

Saved in:

Authors and Corporations:

Ang, Andrew (Author), Liu, Jun (Author), Schwarz, Krista (Author)

Other Authors:

Liu, Jun 1967- [Author] • Schwarz, Krista [Author]

Edition:

This version: October 20, 2016

Type of Resource:

E-Book

Language:

English

published:

[Philadelphia, PA Rodney L. White Center for Financial Research] 2016

Series:

Subjects:

CAPM

Querschnittsanalyse

Betafaktor

Risikoprämie

Arbeitspapier

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Rodney L. White Center for Financial Research: Working papers