Global Risk Premia on International Investments
Specificaties
Paperback, 306 blz.
|
Duits
Deutscher Universitätsverlag |
1997e druk, 1997
ISBN13: 9783824464975
Rubricering
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
Implementing unconditional as well as conditional beta pricing models, the author identifies global economic factors that affect the performance of international investments.
Specificaties
ISBN13:9783824464975
Taal:Duits
Bindwijze:paperback
Aantal pagina's:306
Uitgever:Deutscher Universitätsverlag
Druk:1997
Hoofdrubriek:Economie, Algemeen management, Organisatiekunde
Inhoudsopgave
The structure of beta pricing models - Beta pricing in an international environment - Empirical design - Characteristics of the input data - Global factors affecting the returns on international markets - Exploring the time-variation of expected returns