Factor Strengths, Pricing Errors, and Estimation of Risk Premia
Year of publication: |
[2021]
|
---|---|
Authors: | Pesaran, M. Hashem ; Smith, Ron |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Schätzung | Estimation | CAPM | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | CESifo Working Paper ; No. 8947 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3807010 [DOI] |
Classification: | c38 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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