Mispricing in linear asset pricing models
Year of publication: |
2025
|
---|---|
Authors: | Kang, Qiang |
Subject: | Mispricing | momentum | contrarian | linear asset pricing model | time-varying beta | time-varying risk premium | CAPM | Risikoprämie | Risk premium | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Betafaktor | Beta risk |
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