Essays in asset pricing and financial econometrics
Year of publication: |
2006
|
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Authors: | Skoulakis, Georgios |
Subject: | CAPM | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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An answer to Roll's critique (1977) 45 years later
Desban, Marc, (2023)
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Time series momentum : is it there?
Huang, Dashan, (2020)
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Time-varying factor selection : a sparse fused GMM approach
Cui, Liyuan, (2023)
- More ...
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A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution
Skoulakis, Georgios, (2008)
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Generalized Method of Moments: Applications in Finance.
Jagannathan, Ravi, (2002)
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Garlappi, Lorenzo, (2009)
- More ...