Time-varying systematic risk for style investment : evidence from global stock markets
Yung-Shi Liau
| Year of publication: |
2018
|
|---|---|
| Authors: | Liau, Yung-Shi |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 7, p. 921-930
|
| Subject: | Asymmetric beta | Style investment | Financial crisis | Finanzkrise | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Welt | World | Betafaktor | Beta risk | CAPM | Systemrisiko | Systemic risk | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Risiko | Risk |
| 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/10011992821