Interpreting the factor risk premia in the arbitrage pricing theory
Year of publication: |
1985
|
---|---|
Authors: | Admati, Anat R. ; Pfleiderer, Paul |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 35.1985, 1, p. 191-195
|
Subject: | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
-
Cross-section without factors : correlation risk, strings and asset prices
Distaso, Walter, (2021)
-
Correlation risk, strings and asset prices
Mele, Antonio, (2019)
-
Risk premium of income from foreign tourists of Thailand
Nimanussornkul, Chaiwat, (2018)
- More ...
-
Admati, Anat R., (2013)
-
Admati, Anat R., (2010)
-
Broadcasting Opinions with an Overconfident Sender
Admati, Anat R., (2004)
- More ...