A multiple factor model for European stocks
Year of publication: |
2000
|
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Authors: | Stephan, Thomas G. ; Maurer, Raimond ; Dürr, Martin |
Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
Subject: | Börsenkurs | Kapitaleinkommen | Finanzanalyse | CAPM | Schätzung | Theorie | Westeuropa | Varianzanalyse | Europäische Aktienmärkte | Multifaktorenmodelle | European stock markets | Multiple factor models |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/76919 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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