Decomposition of risk for small size and low book-to-market stocks
Year of publication: |
2024
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Authors: | Kale, Arati ; Kale, Devendra ; Villupuram, Sriram |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 1, p. 96-112
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Subject: | 3-Factor model | Distress risk | Long-short portfolio | Portfolio-Management | Portfolio selection | Risiko | Risk | CAPM | Kapitaleinkommen | Capital income | KMU | SME | Aktienmarkt | Stock market | Risikomanagement | Risk management | Risikoprämie | Risk premium |
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