On Stable Factor Structures in the Pricing of Risk

On Stable Factor Structures in the Pricing of Risk
Author: Eric Ghysels
Publisher: Montréal : CIRANO
Total Pages: 40
Release: 1995
Genre:
ISBN:


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On Stable Factor Structures in the Pricing of Risk
Language: en
Pages: 40
Authors: Eric Ghysels
Categories:
Type: BOOK - Published: 1995 - Publisher: Montréal : CIRANO

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On Stable Factor Structures in the Pricing of Risk
Language: en
Pages:
Authors: Eric Ghysels
Categories:
Type: BOOK - Published: 2012 - Publisher:

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There is now considerable evidence suggesting that estimated betas of unconditional CAPM models exhibit statistically significant time variation. Therefore, man
On Stable Factor Structures in the Pricing of Risk
Language: en
Pages: 36
Authors: Ghysels, Eric
Categories:
Type: BOOK - Published: 1995 - Publisher: Montréal : CIRANO

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On Stable Factor Sturctures in the Pricing of Risk
Language: en
Pages:
Authors: Eric Ghysels
Categories:
Type: BOOK - Published: 1995 - Publisher:

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The Complete Guide to Portfolio Performance
Language: en
Pages: 1095
Authors: Georges Hubner
Categories: Business & Economics
Type: BOOK - Published: 2024-06-04 - Publisher: John Wiley & Sons

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An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, A