Asset pricing with a general multifactor structure
Year of publication: |
2015
|
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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 | Theorie | Theory | CAPM | Panel | Panel study | Faktorenanalyse | Factor analysis |
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