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Search: subject:"Sorting portfolios"
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Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors
Skočir, Matevž
;
Lončarski, Igor
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 65-80
Persistent link: https://www.econbiz.de/10011984094
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2
The role of
sorting
portfolios
in asset-pricing models
Ernstberger, J.
;
Haupt, H.
;
Vogler, O.
- In:
Applied Financial Economics
21
(
2011
)
18
,
pp. 1381-1396
This article investigates the role of
sorting
portfolios
in evaluating asset-pricing models. With the rising number of …
Persistent link: https://www.econbiz.de/10009278636
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