Macroeconomic risks and characteristic-based factor models
Year of publication: |
2010
|
---|---|
Authors: | Aretz, Kevin ; Bartram, Söhnke M. ; Pope, Peter F. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 6, p. 1383-1399
|
Subject: | CAPM | Wirkungsanalyse | Impact assessment |
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