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CAPM-anomalies: quantitative puzzles - MaRDI portal

CAPM-anomalies: quantitative puzzles (Q2294119)

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scientific article
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English
CAPM-anomalies: quantitative puzzles
scientific article

    Statements

    title
    CAPM-anomalies: quantitative puzzles (English)
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    author
    Sabine Elmiger
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    publication date
    10 February 2020
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    zbMATH Keywords
    CAPM
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    CRRA
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    beta premium
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    value premium
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    size premium
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    Identifiers

    zbMATH DE Number
    7165617
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    OpenAlex ID
    W2811326135
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    Wikidata QID
    Q129590578
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