Is the investment factor a proxy for time-varying investment opportunities? : the US and international evidence
Lin Huang; Zijun Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Lin ; Wang, Zijun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 219-232
|
| Subject: | Investment factor | ICAPM | Investment opportunities | GARCH | MIDAS | USA | United States | Auslandsinvestition | Foreign investment | Investition | Investment | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| 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/10010410914