A multifactor model of Philippine stock returns using latent macro risk factors
Rodolfo Q. Aquino
| Year of publication: |
2004
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|---|---|
| Authors: | Aquino, Rodolfo Q. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 15, p. 961-968
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| Subject: | Philippinen | Philippines | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis |
| 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/10002507480