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 |
|---|---|
| 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 |
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