Multifactor models and their consistency with the ICAPM : evidence from the European stock market
Fabian T. Lutzenberger
| Year of publication: |
2015
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011408551