Where do betas come from?: asset price dynamics and the sources of systematic risk
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, MA
1993
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4329 |
| Subjects: | |
| Physical Description: | 35 S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV008278293 | ||
| 003 | DE-604 | ||
| 005 | 19931018 | ||
| 007 | t | ||
| 008 | 931018s1993 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)28283968 | ||
| 035 | |a (DE-599)BVBBV008278293 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-521 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Campbell, John Y. |d 1958- |e Verfasser |0 (DE-588)124799906 |4 aut | |
| 245 | 1 | 0 | |a Where do betas come from? |b asset price dynamics and the sources of systematic risk |c John Y. Campbell ; Jianping Mei |
| 264 | 1 | |a Cambridge, MA |c 1993 | |
| 300 | |a 35 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4329 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Capital assets pricing model | |
| 650 | 4 | |a Rate of return |x Econometric models | |
| 650 | 4 | |a Stocks |x Prices |x Econometric models | |
| 700 | 1 | |a Mei, Jianping |e Verfasser |4 aut | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4329 |w (DE-604)BV002801238 |9 4329 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-005469598 | ||
Record in the Search Index
| _version_ | 1804122675051757568 |
|---|---|
| any_adam_object | |
| author | Campbell, John Y. 1958- Mei, Jianping |
| author_GND | (DE-588)124799906 |
| author_facet | Campbell, John Y. 1958- Mei, Jianping |
| author_role | aut aut |
| author_sort | Campbell, John Y. 1958- |
| author_variant | j y c jy jyc j m jm |
| building | Verbundindex |
| bvnumber | BV008278293 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)28283968 (DE-599)BVBBV008278293 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01264nam a2200349 cb4500</leader><controlfield tag="001">BV008278293</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19931018 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">931018s1993 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)28283968</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV008278293</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Campbell, John Y.</subfield><subfield code="d">1958-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124799906</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Where do betas come from?</subfield><subfield code="b">asset price dynamics and the sources of systematic risk</subfield><subfield code="c">John Y. Campbell ; Jianping Mei</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, MA</subfield><subfield code="c">1993</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">35 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">4329</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stocks</subfield><subfield code="x">Prices</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mei, Jianping</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">4329</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">4329</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-005469598</subfield></datafield></record></collection> |
| id | DE-604.BV008278293 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:17:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005469598 |
| oclc_num | 28283968 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 35 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Campbell, John Y. 1958- Verfasser (DE-588)124799906 aut Where do betas come from? asset price dynamics and the sources of systematic risk John Y. Campbell ; Jianping Mei Cambridge, MA 1993 35 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4329 Ökonometrisches Modell Capital assets pricing model Rate of return Econometric models Stocks Prices Econometric models Mei, Jianping Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4329 (DE-604)BV002801238 4329 |
| spellingShingle | Campbell, John Y. 1958- Mei, Jianping Where do betas come from? asset price dynamics and the sources of systematic risk National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Capital assets pricing model Rate of return Econometric models Stocks Prices Econometric models |
| title | Where do betas come from? asset price dynamics and the sources of systematic risk |
| title_auth | Where do betas come from? asset price dynamics and the sources of systematic risk |
| title_exact_search | Where do betas come from? asset price dynamics and the sources of systematic risk |
| title_full | Where do betas come from? asset price dynamics and the sources of systematic risk John Y. Campbell ; Jianping Mei |
| title_fullStr | Where do betas come from? asset price dynamics and the sources of systematic risk John Y. Campbell ; Jianping Mei |
| title_full_unstemmed | Where do betas come from? asset price dynamics and the sources of systematic risk John Y. Campbell ; Jianping Mei |
| title_short | Where do betas come from? |
| title_sort | where do betas come from asset price dynamics and the sources of systematic risk |
| title_sub | asset price dynamics and the sources of systematic risk |
| topic | Ökonometrisches Modell Capital assets pricing model Rate of return Econometric models Stocks Prices Econometric models |
| topic_facet | Ökonometrisches Modell Capital assets pricing model Rate of return Econometric models Stocks Prices Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT campbelljohny wheredobetascomefromassetpricedynamicsandthesourcesofsystematicrisk AT meijianping wheredobetascomefromassetpricedynamicsandthesourcesofsystematicrisk |