Is idiosyncratic risk conditionally priced? (Q5164497)
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scientific article; zbMATH DE number 7424731
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| default for all languages | No label defined |
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| English | Is idiosyncratic risk conditionally priced? |
scientific article; zbMATH DE number 7424731 |
Statements
Is idiosyncratic risk conditionally priced? (English)
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11 November 2021
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idiosyncratic risk
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factor models
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risk premium asset pricing
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0.7800081372261047
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0.724859356880188
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0.7238379716873169
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0.7201963067054749
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0.6923638582229614
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