Modeling the risk and return relation conditional on markt volatility and market conditions
Year of publication: |
2005
|
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Authors: | Galagedera, Don U. A. ; Faff, Robert W. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 1, p. 75-95
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Volatilität | Volatility | CAPM |
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