The intertemporal risk-return relation : a bivariate model approach
Xiaoquan Jiang; Bong-Soo Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Jiang, Xiaoquan ; Lee, Bong-soo |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 18.2014, p. 158-181
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| Subject: | Intertemporal risk-return relation | Bivariate moving average representation | Aktienmarkt | Stock market | Theorie | Theory | CAPM | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442461