Learning about beta : time-varying factor loadings, expected returns, and the conditional CAPM
Tobias Adrian; Francesco Franzoni
| Year of publication: |
2009
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|---|---|
| Authors: | Adrian, Tobias ; Franzoni, Francesco |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 4, p. 537-556
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| Subject: | CAPM | Lernprozess | Learning process | Betafaktor | Beta risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G12 - Asset Pricing ; C11 - Bayesian Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003900252