Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors
Year of publication: |
2019
|
---|---|
Authors: | Shi, Qi ; Li, Bin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 125-128
|
Subject: | Fama-MacBeth regression | GMM | Pricing errors | Monte Carlo simulation | CAPM | Theorie | Theory | Monte-Carlo-Simulation | Momentenmethode | Method of moments |
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