Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.
In: Journal of Risk Finance (Emerald Group Publishing Limited), Jg. 21 (2020-05-01), Heft 3, S. 233-251
Online
academicJournal
Zugriff:
Titel: |
Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.
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Autor/in / Beteiligte Person: | Chen, Xiaoying ; Gao, Nicholas Ray-Wang |
Link: | |
Zeitschrift: | Journal of Risk Finance (Emerald Group Publishing Limited), Jg. 21 (2020-05-01), Heft 3, S. 233-251 |
Veröffentlichung: | 2020 |
Medientyp: | academicJournal |
ISSN: | 1526-5943 (print) |
DOI: | 10.1108/JRF-07-2019-0130 |
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