Expectile CAPM
Year of publication: |
2020
|
---|---|
Authors: | Hu, Wei ; Zheng, Zhenlong |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 386-397
|
Subject: | CAPM | Expectile | Sentiment | Portfolio optimization | Pricing Kernel | Momentum | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
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