Beta matrix and common factors in stock returns
Seung C. Ahn, Alex R. Horenstein, and Na Wang
| Year of publication: |
June 2018
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| Authors: | Ahn, Seung Chan ; Horenstein, Alex R. ; Wang, Na |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 3, p. 1417-1440
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| Subject: | factor models | beta matrix | rank | risk factors and asset prices | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Faktorenanalyse | Factor analysis | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017001120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011930424