The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications

Authors

Christoph Wegener
Tobias Basse, Touro College

Publication Date

9-2019

DOI

10.3390/jrfm12030140

Recommended Citation

Wegener, C., & Basse, T. (2019). The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications. Journal of Risk and Financial Management, 12(3), 140. https://doi.org/10.3390/jrfm12030140