Equilibrium cross section of returns
Year of publication: |
2003
|
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Authors: | Gomes Neto, João Batista F. ; Kogan, Leonid ; Zhang, Lu |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 111.2003, 4, p. 693-732
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Betafaktor | Beta risk | Theorie | Theory |
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