The role of factor strength and pricing errors for estimation and inference in asset pricing models
Year of publication: |
[2019]
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Authors: | Pesaran, M. Hashem ; Smith, Ron |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | arbitrage pricing theory | APT | factor strength | identification of risk premia | two-passregressions | Fama-French factors | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 7919 (October 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/207310 [Handle] |
Classification: | c38 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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