Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Year of publication: |
2005
|
---|---|
Authors: | Asgharian, Hossein ; Hansson, Björn A. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 4, p. 556-575
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | 1927-2002 |
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