Scientific article
Time-varying risk premium in large cross-sectional equity datasets
Contributors
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
Published in
Discussion Papers (Swiss Finance Institute), p. 1-71Publication date
2010Note
HEC Genève DP and Swiss Finance Institute DP 2011.40UNIGE affiliation entities
Citation (ISO format)
GAGLIARDINI, Patrick, OSSOLA, Elisa, SCAILLET, Olivier. Time-varying risk premium in large cross-sectional equity datasets. In: Discussion Papers (Swiss Finance Institute), 2010, p. 1–71. doi: 10.2139/ssrn.1786472
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:41853
- DOI : 10.2139/ssrn.1786472
