Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Lawrence Kryzanowski, Simon Lalancette, and Minh Chau To
| Year of publication: |
1997
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|---|---|
| Authors: | Kryzanowski, Lawrence |
| Other Persons: | Lalancette, Simon (contributor) ; To, Minh-chau (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 32.1997, 2, p. 205-224
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| Subject: | Aktienfonds | Equity fund | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation | Kanada | Canada | 1981-1988 |
| 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/10001224465