Portfolio efficiency and discount factor bounds with conditioning information : an empirical study
Abhay Abhyankar; Devraj Basu; Alexander Stremme
| Year of publication: |
2007
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|---|---|
| Authors: | Abhyankar, Abhay ; Basu, Devraj ; Stremme, Alexander |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 2, p. 419-437
|
| Subject: | CAPM | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Information | 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://www.econbiz.de/10003421284