Time-varying risk premia (Q433135)

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Time-varying risk premia
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    title
    Time-varying risk premia (English)
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    author
    Robert M. Anderson
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    publication date
    13 July 2012
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    Mathematics Subject Classification ID
    91G70
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    91B30
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    62P05
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    zbMATH DE Number
    6055715
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    zbMATH Keywords
    time-varying risk premia
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    stock return autocorrelation
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    efficient markets hypothesis
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    OpenAlex ID
    W2003600196
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