Dissecting Characteristics Nonparametrically
Year of publication: |
2017
|
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Authors: | Freyberger, Joachim ; Neuhierl, Andreas ; Weber, Michael |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | cross section of returns | anomalies | expected returns | model selection |
Series: | CESifo Working Paper ; 6391 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 882139169 [GVK] hdl:10419/161830 [Handle] RePec:ces:ceswps:_6391 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; c58 ; G12 - Asset Pricing |
Source: |
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Dissecting Characteristics Nonparametrically
Freyberger, Joachim, (2018)
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Dissecting characteristics nonparametrically
Freyberger, Joachim, (2018)
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Dissecting characteristics nonparametrically
Freyberger, Joachim, (2017)
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Dissecting Characteristics Nonparametrically
Freyberger, Joachim, (2018)
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Dissecting Characteristics Nonparametrically
Freyberger, Joachim, (2018)
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Dissecting Characteristics Nonparametrically
Freyberger, Joachim, (2018)
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