The effects of return expectation on mutual funds' risk exposures
authors: Maximilian Alexander Overkott, Mario Fischer
| Year of publication: |
2017
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|---|---|
| Authors: | Overkott, Maximilian Alexander ; Fischer, Mario |
| Published in: |
Three essays in empirical asset pricing. - München, ISBN 978-3-00-058969-0. - 2017, p. 65-106
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| Subject: | Implied Cost of Capital | Mutual Funds | Conditional Asset Pricing | Expected Market Risk Premium | Investmentfonds | Investment Fund | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Kapitalkosten | Cost of capital | CAPM | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Kapitalanlage | Financial investment | Finanzmarkt | Financial market | Marktrisiko | Market risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134658