Dynamic factors and asset pricing : international and further U.S. evidence
Zhongzhi (Lawrence) He
| Year of publication: |
April 2015
|
|---|---|
| Authors: | He, Zhongzhi ; Zhu, Jie ; Zhu, Xiaoneng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 32.2015, p. 21-39
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| Subject: | International stock markets | Cross-sectional returns | Out-of-sample predictability | Asset allocation | Portfolio-Management | Portfolio selection | USA | United States | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | CAPM | Welt | World | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011471528