Correcting alpha misattribution in portfolio sorts
Daniel Hoechle, Markus Schmid and Heinz Zimmermann
| Year of publication: |
June 2018 ; This version: June 2018
|
|---|---|
| Authors: | Hoechle, Daniel ; Schmid, Markus M. ; Zimmermann, Heinz |
| Publisher: |
St. Gallen : School of Finance, University of St. Gallen |
| Subject: | Portfolio sorts | Cross-section of expectedreturns | Tests of asset pricing models | Random effects assumption | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen : [Verlag nicht ermittelbar], ZDB-ID 2252526-9. - Vol. no. 2017, 17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.3072689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905975