A new risk factor based on equity duration
Hannes Mohrschladt, Sven Nolte
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Mohrschladt, Hannes ; Nolte, Sven |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 96.2018, p. 126-135
|
| Subject: | Duration | Multifactor models | Asset pricing | State variable innovations | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Dauer | Risiko | Risk | Risikoprämie | Risk premium | Innovation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011967189