Idiosyncratic Risk and the Cross-Section of Realized Returns : Reconciling the Aggregate Returns’ Predictability Evidence
Year of publication: |
2010
|
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Authors: | Mantilla-Garcia, Daniel |
Other Persons: | Martellini, Lionel (contributor) ; Garcia, René (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation | CAPM |
Extent: | 1 Online-Ressource (67 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1572707 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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