Example: tourism industry
Primer on alternative risk premia
Found 2 free book(s)
A Primer on Alternative Risk Premia - Thierry Roncalli
www.thierry-roncalli.comA Primer on Alternative Risk Premia Summary 1 In the CAPM, there is a single risk premium. It is equal to the excess return of the market portfolio with respect to the risk free asset.
Alternative Risk Premia: What Do We Know? - Thierry Roncalli
www.thierry-roncalli.comAlternative Risk Premia: What Do We Know? equity space, the capital asset pricing model has been supplemented by a ve-factor model, which is based on size, value, momentum, low beta and quality risk …