Conditional dynamics and the multihorizon risk-return trade-off
Mikhail Chernov, Lars A. Lochstoer, Stig R.H. Lundeby
| Year of publication: |
2022
|
|---|---|
| Authors: | Chernov, Mikhail ; Lochstoer, Lars A. ; Lundeby, Stig R. H. |
| Subject: | Schätztheorie | Estimation theory | Kapitalmarkttheorie | Financial economics | CAPM | Statistischer Test | Statistical test | Kapitalmarktrendite | Capital market returns | Faktorenanalyse | Factor analysis | Momentenmethode | Method of moments | Risikoprämie | Risk premium | USA | United States | 1963-2017 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhab053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878991