Beta-sorted portfolios
Year of publication: |
[2023]
|
---|---|
Authors: | Cattaneo, Matias D. ; Crump, Richard K. ; Wang, Weining |
Publisher: |
[London] : Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL |
Subject: | Beta pricing models | portfolio sorting | nonparametric estimation | partitioning | kernel regression | smoothly-varying coefficients | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM | Betafaktor | Beta risk | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (circa 102 Seiten) Illustrationen |
---|---|
Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. CWP23, 18 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.47004/wp.cem.2023.1823 [DOI] hdl:10419/284142 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Cattaneo, Matias D., (2023)
-
Characteristic-sorted portfolios : estimation and inference
Cattaneo, Matias D., (2016)
-
Global variance term premia and intermediary risk appetite
Van Tassel, Peter, (2016)
- More ...
-
Cattaneo, Matias D., (2023)
-
Cattaneo, Matias D., (2023)
-
Cattaneo, Matias D., (2023)
- More ...