Testing conditional factor models
Andrew Ang; Dennis Kristensen
| Year of publication: |
2012
|
|---|---|
| Authors: | Ang, Andrew ; Kristensen, Dennis |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 1, p. 132-156
|
| Subject: | Nonparametric estimator | Time-varying beta | Conditional alpha | Book-to-market premium | Value and momentum | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM | Schätzung | Estimation | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009666667