Mispricing, returns and the quest for parsimony
Year of publication: |
2020
|
---|---|
Authors: | Qiu, Wanling |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-5
|
Subject: | Asset pricing model fit | Bayesian factor inclusion | Factor model selection | Mispricing | Sharpe ratio tests | Stock returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | CAPM | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
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