A Non-Normal Principal Components Model for Security Returns
Year of publication: |
2019
|
---|---|
Authors: | Gerber, Sander |
Other Persons: | Javid, Babak (contributor) ; Markowitz, Harry (contributor) ; Sargen, Paul (contributor) ; Starer, David (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3352062 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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