A factor model comparison
Yuming Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Yuming |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 25.2024, 2, p. 663-674
|
| Subject: | Microcaps | Factor models | Investment | Profitability | Faktorenanalyse | Factor analysis | Theorie | Theory | Investition | Portfolio-Management | Portfolio selection | CAPM | Rentabilität | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015556227