//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Sparse alternatives"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"factor pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Sparse alternatives
CAPM
9
Theorie
6
Theory
6
Factor pricing models
5
CU-GMM
4
Capital income
4
Kapitaleinkommen
4
Stochastic discount factor
4
factor pricing models
4
Estimation
3
Forward premium puzzle
3
Generalised Empirical Likelihood
3
Schätzung
3
asset pricing
3
bond yields
3
factor pricing
3
stochastic discount factor/pricing kernel
3
Aktienmarkt
2
Beta risk
2
Betafaktor
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation theory
2
Factor price
2
Factor pricing
2
Faktorpreis
2
Linear factor pricing model
2
Portfolio selection
2
Portfolio-Management
2
Scandinavia
2
Schätztheorie
2
Statistical test
2
Statistischer Test
2
Stock market
2
Sweden
2
linear factor pricing
2
market efficiency
2
regime switching
2
stochastic discount factor
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fan, Jianqing
1
Feng, Long
1
Lan, Wei
1
Liao, Yuan
1
Liu, Binghui
1
Ma, Yanyuan
1
Yao, Jiawei
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-dimensional test for alpha in linear
factor
pricing
models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
Saved in:
2
Power enhancement in high-dimensional cross-sectional tests
Fan, Jianqing
;
Liao, Yuan
;
Yao, Jiawei
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1497-1541
Persistent link: https://www.econbiz.de/10011405086
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->