Pricing errors and estimates of risk premia in factor models
Kim R. Sawyer; André F. Gygax; Matthew Hazledine
| Year of publication: |
2010
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|---|---|
| Authors: | Sawyer, Kim R. ; Gygax, André F. ; Hazledine, Matthew |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 3, p. 391-403
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| Subject: | Arbitrage Pricing | Arbitrage pricing | Risikoprämie | Risk premium | Simulation |
| 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/10003978883