Asset pricing with a general multifactor structure
Tomohiro Ando; Jushan Bai
| Year of publication: |
2015
|
|---|---|
| Authors: | Ando, Tomohiro ; Bai, Jushan |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 3, p. 556-604
|
| Subject: | factor models | heterogenous coefficients | LASSO | panel data analysis | penalized method | SCAD | CAPM | Panel | Panel study | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339275