Bias and misrepresentation revisited : perspective on major equity indices
Lars Kaiser, Michael Fleisch, Lukas Salcher
| Year of publication: |
2018
|
|---|---|
| Authors: | Kaiser, Lars ; Fleisch, Michael ; Salcher, Lukas |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 223-229
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| Subject: | CAPM | Carhart | Cross-sectional volatility | Hit ratio | Market coverage | Market portfolio | Stock market indices | Tracking error | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Volatilität | Volatility | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.12.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012005681