A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias
Year of publication: |
2021
|
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Authors: | Collot, Solène ; Hemauer, Tobias |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 35.2021, 1, p. 77-100
|
Subject: | Empirical asset pricing | Omitted factors | Errors-in-variables | Factor models | Fama-MacBeth regressions | Portfolio sorts | Portfolio-Management | Portfolio selection | CAPM | Schätztheorie | Estimation theory | Kapitalmarkttheorie | Financial economics | Systematischer Fehler | Bias | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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