Beta-sorted portfolios
Year of publication: |
[2023]
|
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Authors: | Cattaneo, Matias D. ; Crump, Richard K. ; Wang, Weining |
Publisher: |
[New York, NY] : Federal Reserve Bank of New York |
Subject: | beta pricing models | portfolio sorting | nonparametric estimation | partitioning | kernel regression | smoothly varying coefficients | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM | Betafaktor | Beta risk | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 103 Seiten) Illustrationen |
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Series: | Staff reports / Federal Reserve Bank of New York. - New York, NY : [Verlag nicht ermittelbar], ZDB-ID 2189304-4. - Vol. no. 1068 (July 2023) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.59576/sr.1068 [DOI] hdl:10419/284028 [Handle] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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Cattaneo, Matias D., (2023)
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