A new test of risk factor relevance
Year of publication: |
2022
|
---|---|
Authors: | Chinco, Alex ; Hartzmark, Samuel M. ; Sussman, Abigail B. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 77.2022, 4, p. 2183-2238
|
Subject: | Anlageverhalten | Behavioural finance | Risikomanagement | Risk management | Statistischer Test | Statistical test | Konsum | Consumption | CAPM | USA | United States |
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