An answer to Roll's critique (1977) 45 years later
Year of publication: |
2023
|
---|---|
Authors: | Desban, Marc ; Diyarbakirlioglu, Erkin ; Lajili Jarjir, Souad ; Satman, Mehmet Hakan |
Published in: |
Essays on Financial Analytics : Applications and Methods. - Cham : Springer International Publishing, ISBN 978-3-031-29050-3. - 2023, p. 297-341
|
Subject: | Asset pricing | CAPM | Compact genetic algorithms (CGAs) | Errors-in-variables (EIV) | GMM with instrumental variables | Market portfolio | Ordinary-least squares (OLS) | Time-series regressions | Theorie | Theory | Portfolio-Management | Portfolio selection | IV-Schätzung | Instrumental variables | Momentenmethode | Method of moments | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method |
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