APT At Work: Finding The Relevant Risk Factors For Asset Pricing
| Year of publication: |
2002-07-01
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| Authors: | Maringer, Dietmar |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | APT | Combinatorial Optimization | Risk Management | Heuristics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 337 |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E44 - Financial Markets and the Macroeconomy |
| Source: |
Persistent link: https://www.econbiz.de/10005537655