Security factors as linear combinations of economic variables
Year of publication: |
1999
|
---|---|
Authors: | Zhou, Guofu |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 2.1999, 3, p. 403-432
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Momentenmethode | Method of moments |
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