Pricing model performance and the two-pass cross-sectional regression methodology
Raymond Kan, Cesare Robotti and Jay Shanken
| Year of publication: |
2013
|
|---|---|
| Authors: | Kan, Raymond ; Robotti, Cesare ; Shanken, Jay |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 68.2013, 6, p. 2617-2649
|
| Subject: | CAPM | Querschnittsanalyse | Cross-section analysis | Risikoprämie | Risk premium | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237376