Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
Year of publication: |
[2008]
|
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Authors: | Connor, Gregory |
Other Persons: | Hagmann, Matthias (contributor) ; Linton, Oliver (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (62 p) |
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Series: | LSE STICERD Research Paper ; No. EM524 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2007 erstellt |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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