On comparing zero-alpha tests across multifactor asset pricing models
Lieven De Moor, Geert Dhaene, Piet Sercu
| Year of publication: |
December 2015
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|---|---|
| Authors: | Moor, Lieven de ; Dhaene, Geert ; Sercu, Piet |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 61.2015, 2, p. 235-240
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| Subject: | Asset pricing | Pricing errors | Model comparison | Multifactor models | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.08.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011586907