The conditional relation between Fama-French betas and return
Year of publication: |
2013
|
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Authors: | Koch, Stefan ; Westheide, Christian |
Published in: |
Schmalenbach business review : sbr. - Cham : Springer, ISSN 1439-2917, ZDB-ID 2000981-1. - Vol. 65.2013, 4, p. 334-358
|
Subject: | Asymmetric Risk | Bootstrap | Beta Risk | Empirical Asset Pricing | Fama-French | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Risiko | Risk | Risikoprämie | Risk premium | Bootstrap-Verfahren | Bootstrap approach |
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