Identifying portfolio-based systematic risk factors in equity markets
Klaus Grobys, Jesper Haga
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Grobys, Klaus ; Haga, Jesper |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 88-92
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| Subject: | Asset pricing model | Betting-against-beta factor | Quality factor | Investment factor | Profitability factor | CAPM | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Rentabilität | Profitability | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596233