An information-theoretic asset pricing model
Anisha Ghosh, Christian Julliard, and Alex P. Taylor
| Year of publication: |
2025
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|---|---|
| Authors: | Ghosh, Anisha ; Julliard, Christian ; Taylor, Alex P. |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 1, Art.-No. nbae033, p. 1-40
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| Subject: | alpha | cross-sectional asset pricing | factor mimicking portfolios | factor models | pricing kernel | relative entropy | CAPM | Entropie | Entropy | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339156