Size, value, and momentum risk in the cross-section of average returns and volatility
Knut F. Lindaas and Prodosh Simlai
| Year of publication: |
2016
|
|---|---|
| Authors: | Lindaas, Knut F. ; Simlai, Prodosh |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 32.2016, p. 109-144
|
| Subject: | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Schätzung | Estimation | Welt | World | 1963-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S0196-382120160000032005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691511