Where do betas come from? : asset price dynamics and the sources of systematic risk
Year of publication: |
1993
|
---|---|
Authors: | Campbell, John Y. |
Other Persons: | Mei, Jianping (contributor) |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | CAPM | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory | USA | United States |
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