Scientific article
Time-varying risk premium in large cross-sectional equity datasets
ContributorsGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
Published inDiscussion Papers (Swiss Finance Institute), p. 1-71
Publication date2010
NoteHEC Genève DP and Swiss Finance Institute DP 2011.40
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
Additional URL for this publicationhttps://www.kellogg.northwestern.edu/departments/finance/~/media/5DA1C031632A4DF8A4E60940FA8B56E6.ashx
