The intertemporal relation between expected returns and risk
Year of publication: |
2008
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Authors: | Bali, Turan G. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 87.2008, 1, p. 101-131
|
Subject: | CAPM | Korrelation | Correlation | Risikoaversion | Risk aversion | Betafaktor | Beta risk | Risikoprämie | Risk premium | Intertemporale Entscheidung | Intertemporal choice | Hedging | Theorie | Theory |
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