Investigating linear multi-factor models in asset pricing : considerable supplemental evidence
Year of publication: |
2020
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Authors: | Shi, Qi ; Cheung, Adrian Wai Kong ; Li, Bin |
Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 27.2020, 2, p. 242-260
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Subject: | asset pricing models | consistency | different portfolios | Expanding portfolios | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
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