Linear beta pricing with inefficient benchmarks in a given factor structure
George Diacogiannis and Christos Ioannidis
| Year of publication: |
2019
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|---|---|
| Authors: | Diacogiannis, George P. ; Ioannidis, Christos |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 16, p. 1551-1571
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| Subject: | asset pricing | bond interest rates | General portfolio choice | investment decisions | trading volume | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Anleihe | Bond | Anlageverhalten | Behavioural finance | Zinsstruktur | Yield curve | Betafaktor | Beta risk | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1639207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207122