Agency-based asset pricing and the beta anomaly
David Blitz
| Year of publication: |
2014
|
|---|---|
| Authors: | Blitz, David |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 20.2014, 4, p. 770-801
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| Subject: | asset pricing | beta anomaly | volatility anomaly | Fama-French 3-factor model | agency problems | delegated portfolio management | CAPM | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Theorie | Theory | Börsenkurs | Share price | Prinzipal-Agent-Theorie | Agency theory | Volatilität | Volatility |
| 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/10010503540