A statistical factor asset pricing model versus the 4-factor model
Verônica de Fátima Santana, Alex Augusto Timm Rathke
| Alternative title: | Modelo estatístico de apreçamento de ativos versus o modelo de quatro fatores |
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| Year of publication: |
2018
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| Authors: | Santana, Verônica de Fátima ; Rathke, Alex Augusto Timm |
| Subject: | 4-Factor Model | Abnormal Returns | Principal Component Analysis | Retornos Anormais | Risk Factors | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | Hauptkomponentenanalyse | Principal component analysis | Kapitalmarktrendite | Capital market returns | Faktorenanalyse | Factor analysis | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Other identifiers: | 10.12660/rbfin.v16n4.2018.67393 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125446