Multifactor models and their consistency with the ICAPM
Paulo Maio; Pedro Santa-Clara
| Year of publication: |
2012
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|---|---|
| Authors: | Maio, Paulo ; Santa-Clara, Pedro |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 3, p. 586-613
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| Subject: | Asset pricing models | Intertemporal CAPM | Predictability of stock returns | Cross-section of stock returns | Value and momentum | CAPM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
| 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/10009710158