Too Good to Be True? Fallacies in Evaluating Risk Factor Models
Year of publication: |
2018
|
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Authors: | Gospodinov, Nikolay |
Other Persons: | Kan, Raymond (contributor) ; Robot, Cesare (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (70 p) |
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Series: | FRB Atlanta Working Paper ; No. 2017-9 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2017-11-01 erstellt |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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