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 |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 10, p. 1673-1687
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| 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