The Stable Long-Run CAPM and the Cross-Section of Expected Returns
| Year of publication: |
2016
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|---|---|
| Authors: | Kurz-Kim, Jeong-Ryeol |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | CAPM | Theorie | Theory | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Betafaktor | Beta risk | Deutschland | Germany |
| Description of contents: |
The capital-asset-pricing model (CAPM) is one of the most popular methods ofDas Capital-Asset-Pricing-Modell (CAPM) ist einer der populärsten empirischen
|
freely available
| Extent: | 1 Online-Ressource (45 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2002,05 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2002 erstellt |
| Other identifiers: | 10.2139/ssrn.2785141 [DOI] |
| Classification: | C51 - Model Construction and Estimation ; G12 - Asset Pricing ; C21 - Cross-Sectional Models; Spatial Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991283