Best of the best : a comparison of factor models
Shamim Ahmed, Ziwen Bu, and Daniel Tsvetanov
| Year of publication: |
2019
|
|---|---|
| Authors: | Ahmed, Shamim ; Bu, Ziwen ; Tsvetanov, Daniel |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 4, p. 1713-1758
|
| Subject: | Asset pricing model | Factor model | Model evaluation | CAPM | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000947 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139944