Beyond CAPM: an innovative factor model to optimize the risk and return trade-off
Mauro Andriotto; Emanuele Teti
| Year of publication: |
2014
|
|---|---|
| Authors: | Andriotto, Mauro ; Teti, Emanuele |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 15.2014, 4, p. 615-630
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| Subject: | euiqity return | risk and return trade-off | capital asset pricing model | macroeconomic factors | equity indices | commodities | factor analysis | arbitrage pricing theory | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Risiko | Risk | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Risikoprämie | Risk premium | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10010415337