Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
Year of publication: |
2007-09-01
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Authors: | Connor, Gregory ; Hagmann, Matthias ; Linton, Oliver |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Kapitalmarkt | Arbitrage | Nichtparametrische Regression |
Extent: | 1024000 bytes 61 p. application/pdf |
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Series: | Working paper ; 423 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing ; Corporate finance and investment policy. General ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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