Conference Publication Details
Mandatory Fields
Connor, G;Korajczyk, RA
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE
Factor Models in Portfolio and Asset Pricing Theory
2010
January
Published
1
9 ()
Optional Fields
EXPECTED STOCK RETURNS EQUITY PREMIUM CROSS-SECTION EMPIRICAL-EVIDENCE TEMPORAL BEHAVIOR LIQUIDITY RISK MARKET PRICES DIVERSIFICATION CONSUMPTION
401
418
10.1007/978-0-387-77439-8_13
Grant Details