Economic evaluation of asset pricing models under predictability
Erwin Hansen
| Year of publication: |
2022
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|---|---|
| Authors: | Hansen, Erwin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 68.2022, p. 50-66
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| Subject: | Bayesian investors | Factor models | Portfolio performance | Stock return predictability | Theorie | Theory | Prognoseverfahren | Forecasting model | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464435