Common risk factors in international stock markets
Year of publication: |
2019
|
---|---|
Authors: | Schmidt, Peter S. ; Arx, Urs von ; Schrimpf, Andreas ; Wagner, Alexander F. ; Ziegler, Andreas |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 33.2019, 3, p. 213-241
|
Subject: | Risk factors | Value | Size | Momentum | Profitability | Investment | International equity markets | Asset pricing anomalies | Trading costs | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Welt | World | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market |
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