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Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
Saved in:
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Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein
;
Hansson, Björn
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10007227026
Saved in:
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