Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Year of publication: |
2014
|
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Authors: | Fletcher, Jonathan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 30-46
|
Subject: | No arbitrage | Index-based models | Benchmark models of expected returns | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Benchmarking | CAPM | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Arbitrage | Großbritannien | United Kingdom | Erwartungsbildung | Expectation formation |
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