Evaluating asset pricing models in a simulated multifactor approach
Carlos Enrique Carrasco-Gutierrez; Wagner Piazza Gaglianone
| Alternative title: | Avaliando modelos de precificação de ativos via abordagem de fatores simulados |
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| Year of publication: |
2012
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| Authors: | Gutiérrez, Carlos Enrique Carrasco ; Gaglianone, Wagner Piazza |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 10.2012, 4, p. 425-460
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| Subject: | asset pricing | stochastic discount factor | Hansen-Jagannathan distance | Theorie | Theory | CAPM | Diskontierung | Discounting |
| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010412239