Expected returns, time-varying risk, and risk premia
Year of publication: |
1994
|
---|---|
Authors: | Evans, Martin D. D. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 2, p. 655-679
|
Subject: | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | New York | USA | United States | 1964-1990 |
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