Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis
Year of publication: |
2010
|
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Authors: | Allen, David E. |
Other Persons: | Kumar-Singh, Abhay (contributor) ; Powell, Robert (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2009 erstellt Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; C21 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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