Linear beta pricing with inefficient benchmarks in a given factor structure
George Diacogiannis and Christos Ioannidis
| Year of publication: |
2019
|
|---|---|
| Authors: | Diacogiannis, George P. ; Ioannidis, Christos |
| 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 |
Online Resource
| 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