Multifactor models and their consistency with the ICAPM : evidence from the European stock market

Fabian T. Lutzenberger

Year of publication:	2015
Authors:	Lutzenberger, Fabian
Published in:	European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 5, p. 1014-1052
Subject:	asset pricing \| Europe \| ICAPM \| multifactor models \| risk factors \| CAPM \| Europa \| EU-Staaten \| EU countries \| Risikoprämie \| Risk premium \| Aktienmarkt \| Stock market \| Portfolio-Management \| Portfolio selection

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