Risk price variation : the missing half of empirical asset pricing
Andrew J. Patton, Brian M. Weller
| Year of publication: |
2022
|
|---|---|
| Authors: | Patton, Andrew J. ; Weller, Brian M. |
| Subject: | CAPM | Risikoprämie | Risk premium | Varianzanalyse | Analysis of variance | USA | United States | Sharpe Ratio | 1963-2016 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhac012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013400158