The level, slope, and curve factor model for stocks
Charles Clarke
| Year of publication: |
2022
|
|---|---|
| Authors: | Clarke, Charles |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 143.2022, 1, p. 159-187
|
| Subject: | Anomaly | Arbitrage pricing theory | Cross-section of returns | Factor model | Theorie | Theory | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350632