A Model of Anomaly Discovery
Year of publication: |
2015-01-07
|
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Authors: | Liu, Qi ; Lu, Lei ; Sun, Bo ; Yan, Hongjun |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Anomaly | Arbitrage | Discovery | Arbitrageur-based asset pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series International Finance Discussion Papers Number 1128 49 pages |
Other identifiers: | 10.17016/IFDP.2015.1128 [DOI] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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