Common pricing across asset classes : empirical evidence revisited
Nikolay Gospodinov, Cesare Robotti
| Year of publication: |
2021
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|---|---|
| Authors: | Gospodinov, Nikolaj ; Robotti, Cesare |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 1, p. 292-324
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| Subject: | Capital risk factor | Downside risk factor | Efficient frontier | Intermediary asset pricing | Model misspecification and identification | Sharpe ratio | Small-sample inference | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Theorie | Theory | Modellierung | Scientific modelling | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188701