Country versus sector factors in equity returns : the roles of non-unit exposures
Lieven De Moor; Piet Sercu
| Year of publication: |
2011
|
|---|---|
| Authors: | Moor, Lieven de ; Sercu, Piet |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 1, p. 64-77
|
| Subject: | Estimation error | Factor model | International stock returns | World factor | Attenuation | Kapitaleinkommen | Capital income | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Welt | World | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301177