Equity risk factor models
Peter Zangari
| Year of publication: |
2003
|
|---|---|
| Authors: | Zangari, Peter |
| Published in: |
Modern investment management : an equilibrium approach. - Hoboken, NJ : John Wiley, ISBN 0-471-12410-9. - 2003, p. 334-395
|
| Subject: | Faktorenanalyse | Factor analysis | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002112281