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subject:"Capital income"
isPartOf:"Journal of financial economics"
~person:"Ang, Andrew"
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Capital income
Beta risk
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Book-to-market premium
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Conditional alpha
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Estimation
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Estimation theory
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Ang, Andrew
Bollerslev, Tim
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Kelly, Bryan T.
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Todorov, Viktor
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Bali, Turan G.
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Moskowitz, Tobias J.
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Timmermann, Allan
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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The review of financial studies
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Journal of financial and quantitative analysis : JFQA
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Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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