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
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The stable long-run CAPM and the cross-section of expected returns
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