A dynamic asset pricing model with time-varying factor and idiosyncratic risk
Paskalis Glabadanidis
| Year of publication: |
2009
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|---|---|
| Authors: | Glabadanidis, Paskalis |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 3, p. 247-264
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| Subject: | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitalmarkttheorie | Financial economics | Risikoprämie | Risk premium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003884186