Linear Factor Models and the Estimation of Expected Returns
Year of publication: |
2017
|
---|---|
Authors: | Sarisoy, Cisil |
Other Persons: | de Goeij, Peter (contributor) ; Werker, Bas J. M. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Series: | Netspar Discussion Paper ; No. 03/2016-020 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2766515 [DOI] |
Classification: | C13 - Estimation ; c38 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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