Choosing Factors in a Multifactor Asset Pricing Model When Returns are Nonnormal
Year of publication: |
[2008]
|
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Authors: | Parmler, Johan |
Other Persons: | Karlsson, Sune (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.675588 [DOI] |
Classification: | G12 - Asset Pricing ; C11 - Bayesian Analysis ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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