Factor Models in Portfolio and Asset Pricing Theory

被引：9
作者：
Connor, Gregory [1 ]
Korajczyk, Robert A. [2 ]
机构：
[1] Natl Univ Ireland, Dept Econ Finance & Accounting, Maynooth, Kildare, Ireland
[2] Northwestern Univ, Kellogg Sch Management, Evanston, IL 60208 USA
来源：
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年
关键词：
EQUITY PREMIUM; CROSS-SECTION; TEMPORAL BEHAVIOR; RISK-AVERSION; RETURNS; PRICES; MARKET; CONSUMPTION; SUBSTITUTION; EQUILIBRIUM;
D O I：
10.1007/978-0-387-77439-8_13
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：401 / +
页数：5
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