Pricing errors and estimates of risk premia in factor models
| Year of publication: |
2010
|
|---|---|
| Authors: | Sawyer, Kim ; Gygax, André ; Hazledine, Matthew |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 3, p. 391-403
|
| Publisher: |
Springer |
| Subject: | Arbitrage pricing theory | Risk premia | Pricing errors |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596719