Portfolio Overlapping Bias in Tests of the Fama and French Three-Factor Model
Year of publication: |
2014
|
---|---|
Authors: | Wallmeier, Martin |
Other Persons: | Tauscher, Kathrin (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2169398 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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