Complexity in factor pricing models
Year of publication: |
05 February 2024
|
---|---|
Authors: | Didisheim, Antoine ; Ke, Barry ; Kelly, Bryan T. ; Malamud, Semyon |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Stochastic discount factor | Pricing errors | Alpha | Portfolio choice | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Faktorpreis | Factor price | Diskontierung | Discounting | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 140 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP18812 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo, (2018)
-
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo, (2018)
-
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew, (2018)
- More ...
-
Complexity in Factor Pricing Models
Didisheim, Antoine, (2023)
-
Complexity in Factor Pricing Models
Didisheim, Antoine, (2023)
-
Didisheim, Antoine, (2022)
- More ...