Constructing asset pricing models with specific factor loadings
Ian Davidson, Qian Guo, Xiaojing Song and Mark Tippett
| Year of publication: |
2012
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|---|---|
| Authors: | Davidson, Ian ; Guo, Qian ; Song, Xiaojing ; Tippett, Mark |
| Published in: |
Abacus : a journal of accounting, finance and business studies. - Oxford [u.a.] : Blackwell, ISSN 0001-3072, ZDB-ID 410131-5. - Vol. 48.2012, 2, p. 199-213
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Marktrisiko | Market risk | Vorsichtsprinzip | Principle of prudence | Rückstellung | Accrual |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009570430