A new method for forming asset pricing factors from firm characteristics
Sangwon Suh, Wonho Song and Bong-Soo Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Suh, Sangwon ; Song, Wonho ; Lee, Bong-soo |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 28/30, p. 3463-3482
|
| Subject: | pricing performance | asset pricing models | CAPM | APT | principal component analysis | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010420064