On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Eric Ghysels
| Year of publication: |
1998
|
|---|---|
| Authors: | Ghysels, Eric |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 2, p. 549-573
|
| Subject: | CAPM | Betafaktor | Beta risk | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10001238269