What is Missing in Asset-Pricing Factor Models?
Year of publication: |
[2022]
|
---|---|
Authors: | Dello Preite, Massimo ; Uppal, Raman ; Zaffaroni, Paolo ; Zviadadze, Irina |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Faktorenanalyse | Factor analysis | CAPM | Theorie | Theory |
Extent: | 1 Online-Ressource (77 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4135146 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; c58 ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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