From risk premia to smart betas : a unified framework
Alexandre S. Da Silva and Wai Lee
| Year of publication: |
2017
|
|---|---|
| Authors: | Da Silva, Alexandre Schutel ; Lee, Wai |
| 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. 44.2017, 1, p. 44-54
|
| Subject: | Risikoprämie | Risk premium | Betafaktor | Beta risk | 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/10011877512