Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios
Ge Yang, Ximing Yin, Robert L. Kimmel
| Year of publication: |
2023
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|---|---|
| Authors: | Yang, Ge ; Yin, Ximing ; Kimmel, Robert |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-14
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| Subject: | Maximum-correlated portfolios | Non-traded factor models | Sharpe ratios | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101980 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485489