Asset pricing test using alternative sets of portfolios: evidence from India
Sudipta Das
| Year of publication: |
2019
|
|---|---|
| Authors: | Das, Sudipta |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 3, p. 339-354
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| Subject: | Idiosyncratic volatility | k-Means clustering | Fama–MacBeth regression | Kalman filter | Indien | India | Volatilität | Volatility | Portfolio-Management | Portfolio selection | CAPM | Zustandsraummodell | State space model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-018-09268-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012309665