Can we invest based on equity risk premia and risk factors from multi-factor models?
Year of publication: |
2016
|
---|---|
Authors: | Sakowski, Paweł ; Ślepaczuk, Robert ; Wywiał, Mateusz |
Institutions: | Uniwersytet Warszawski / Wydział Nauk Ekonomicznych (issuing body) |
Publisher: |
Warsaw : University of Warsaw, Faculty of Economic Sciences |
Subject: | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Welt | World |
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