Weighing asset pricing factors : a least squares model averaging approach
Yue Qiu, Yu Ren and Tian Xie
| Year of publication: |
2019
|
|---|---|
| Authors: | Qiu, Yue ; Ren, Yu ; Xie, Tian |
| Subject: | Asset pricing | HJ-distance | Model averaging | Model screening | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1602276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194816