Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms
Erkin Diyarbakirlioglu, Marc Desban, Souad Lajili Jarjir
| Year of publication: |
2022
|
|---|---|
| Authors: | Diyarbakirlioglu, Erkin ; Desban, Marc ; Lajili Jarjir, Souad |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 2101-0145, ZDB-ID 2437679-6. - Vol. 43.2022, 2, p. 1-78
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| Subject: | Asset pricing | CAPM | Fama-French three- and five-factor models | Market Portfolio | Time-series regressions | Ordinary-Least Squares (OLS) | Errors-in-variables (EIV) | GMM with Instrumental Variables | Compact Genetic Algorithms (CGA) | Evolutionärer Algorithmus | Evolutionary algorithm | Statistischer Fehler | Statistical error | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kapitalmarkttheorie | Financial economics | Momentenmethode | Method of moments |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3917/fina.432.0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253276