Showing 71 - 80 of 548
Persistent link: https://www.econbiz.de/10003671544
Persistent link: https://www.econbiz.de/10003616363
Persistent link: https://www.econbiz.de/10003576859
Persistent link: https://www.econbiz.de/10003387569
Persistent link: https://www.econbiz.de/10003388972
Persistent link: https://www.econbiz.de/10003541196
This paper develops a new estimation procedure for characteristic-based factor models of security returns. We treat the factor model as a weighted additive nonparametric regression model, with the factor returns serving as time-varying weights, and a set of univariate nonparametric functions...
Persistent link: https://www.econbiz.de/10003550858
Persistent link: https://www.econbiz.de/10003519985
Persistent link: https://www.econbiz.de/10003563511
Persistent link: https://www.econbiz.de/10003571097