Do idiosyncratic risks in multi-factor asset pricing models really contain a hidden non-diversifiable factor? : a diagnostic testing approach
Jau-Lian Jeng; Qingfeng Wilson Liu
| Year of publication: |
2012
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|---|---|
| Authors: | Jeng, Jau-Lian ; Liu, Qingfeng Wilson |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 3, p. 251-263
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| Subject: | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711972