High Dimensional Factor Models with an Application to Mutual Fund Characteristics
Year of publication: |
[2022]
|
---|---|
Authors: | Lettau, Martin |
Publisher: |
[S.l.] : SSRN |
Subject: | Investmentfonds | Investment Fund | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4048531 [DOI] |
Classification: | G12 - Asset Pricing ; c38 |
Source: | ECONIS - Online Catalogue of the ZBW |
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