A robust cross sectional factor modelling approach to equity forecast construction
Steven E. Satchell & Stephen M. Wright
| Year of publication: |
2005
|
|---|---|
| Authors: | Satchell, Steven E. ; Wright, Stephen M. |
| Published in: |
Economic & financial modelling : a journal of the European Economics and Financial Centre. - London, ISSN 1350-7419, ZDB-ID 12886506. - Vol. 12.2005, 4, p. 153-197
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009905018