Essays on empirical asset pricing
by Roy Willem Marinus Verbeek, born in Tiel, The Netherlands
Year of publication: |
[2017]
|
---|---|
Authors: | Verbeek, Roy |
Publisher: |
Rotterdam : Erasmus Institute of Management (ERIM) |
Subject: | asset pricing models | cash flow news | disagreement | discount rate news | empirical asset pricing | estimation error | horizons | return decomposition | risk factors | risks | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Diskontierung | Discounting | Cash Flow | Cash flow | Ankündigungseffekt | Announcement effect | Risiko | Risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation |
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