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  • Search: subject:"instability risk factor"
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Year of publication
Subject
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Bayesian analysis 2 CAPM 2 Capital income 2 Cross-sectional variation in risk premia 2 Estimation 2 Kapitaleinkommen 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risikoprämie 2 Risk 2 Risk premium 2 Schätzung 2 Theorie 2 Theory 2 Bayes-Statistik 1 Bayesian inference 1 Industry and style portfolios 1 Instability risk factor 1 Risikomanagement 1 Risk management 1 industry andstyle portfolios 1 instability risk factor 1
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Online availability
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Undetermined 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 2
Author
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Smith, Simon C. 2 Timmermann, Allan 2
Published in...
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Discussion papers / CEPR 1 Journal of financial economics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - In: Journal of financial economics 145 (2022) 2,2, pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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Cover Image
Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - 2021
Persistent link: https://www.econbiz.de/10012508216
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