An examination of linear factor models in U.K. stock returns in the presence of dynamic trading
Year of publication: |
2024
|
---|---|
Authors: | Fletcher, Jonathan |
Subject: | Asset pricing | Conditioning information | Dynamic trading | Multi-factor models | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Großbritannien | United Kingdom |
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