The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models
Year of publication: |
2019
|
---|---|
Authors: | Pesaran, M. Hashem |
Other Persons: | Smith, Ron (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | CESifo Working Paper ; No. 7919 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3480925 [DOI] |
Classification: | c38 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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