Zur empirischen Identifikation von Risikofaktorenbei Modellen der Arbitrage Pricing Theory
Alternative title: | On the empirical identification of risk factors in arbitrage pricing models |
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Year of publication: |
1998
|
Authors: | Hamerle, Alfred ; Rösch, Daniel |
Institutions: | Universität <Regensburg> / Lehrstuhl für Statistik |
Published in: | |
Subject: | Portfoliomanagement | portfolio management | Arbitrage-Pricing-Theorie | Arbitrage-Pricing-theory | Querschnittsanalyse | cohort analysis |
Extent: | 254976 bytes 27 p. application/pdf |
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Type of publication: | Article |
Language: | German |
Classification: | Corporate finance and investment policy. General ; Corporate statistics and corporate cost accounting ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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