The Empirical Risk-Return Relation: A Factor Analysis Approach
收藏NBER2005-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w11477
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资源简介：
A key criticism of the existing empirical literature on the risk-return relation relates to the relatively small amount of conditioning information used to model the conditional mean and conditional volatility of excess stock market returns. To the extent that financial market participants have
提供机构：
美国国家经济研究局
创建时间：
2005-07-01
