Which factors?
Year of publication: |
2019
|
---|---|
Authors: | Hou, Kewei ; Mo, Haitao ; Xue, Chen ; Zhang, Lu |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 23.2019, 1, p. 1-35
|
Subject: | Factor models | Spanning tests | The investment CAPM | Valuation theory | CAPM | Kapitalmarkttheorie | Financial economics | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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