The pricing of time-varying beta
Gloria González-Rivera
| Year of publication: |
1997
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|---|---|
| Authors: | González-Rivera, Gloria |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 22.1997, 3, p. 345-363
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| Subject: | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | USA | United States |
| 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/10001227195