The ICAPM and empirical pricing factors : a simulation study
Ji Ho Kwon, Bumjean Sohn
| Year of publication: |
2024
|
|---|---|
| Authors: | Kwon, Ji Ho ; Sohn, Bumjean |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104836, p. 1-11
|
| Subject: | Consistency | ICAPM | Linear factor model | Simulation | State variable | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104836 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490205