Explanations for the volatility effect : an overview based on the CAPM assumptions
David Blitz, Eric Falkenstein, and Pim van Vliet
| Year of publication: |
2014
|
|---|---|
| Authors: | Blitz, David ; Falkenstein, Eric G. ; Vliet, Willem Nicolaas van |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 3, p. 61-76
|
| Subject: | Volatilität | Volatility | CAPM | Theorie | Theory |
| 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/10010365501