Time-varying risk premium in large cross-sectional equity datasets
Contributeurs/tricesGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
Publié dansDiscussion Papers (Swiss Finance Institute), p. 1-71
Date de publication2010
RemarqueHEC Genève DP and Swiss Finance Institute DP 2011.40
Structure d'affiliation
Citation (format ISO)
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
Fichiers principaux (1)
Article (Accepted version)
Identifiants
- PID : unige:41853
- DOI : 10.2139/ssrn.1786472
