Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
Year of publication: |
2011
|
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Authors: | Hanauer, Matthias ; Kaserer, Christoph ; Rapp, Marc Steffen |
Publisher: |
München : Technische Universität München, Center for Entrepreneurial and Financial Studies (CEFS) |
Subject: | CAPM | multi-factor models | asset pricing | asset pricing anomalies | anomalies | Fama French | Carhart | risk factors | value | size | momentum | Germany |
Series: | Working Paper ; 2011-01 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 672971933 [GVK] hdl:10419/52391 [Handle] RePEc:zbw:cefswp:20111 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Hanauer, Matthias, (2011)
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The cross-Section of German stock returns: New data and new evidence
Artmann, Sabine, (2010)
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The Cross-Section of German Stock Returns: New Data and New Evidence
Artmann, Sabine, (2012)
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Hanauer, Matthias, (2011)
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Hanauer, Matthias, (2011)
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Risikofaktoren und Multifaktorenmodelle für den deutschen Aktienmarkt
Hanauer, Matthias, (2013)
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