Asset pricing when returns are nonnormal : fama-french factors versus higher-order systematic comoments
Y. Peter Chung; Michael J. Schill
| Year of publication: |
2006
|
|---|---|
| Authors: | Chung, Y. Peter ; Schill, Michael J. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 2, p. 923-940
|
| Subject: | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| 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/10003310424