Estimating time-varying factor exposures
Andrew Ang, Ananth Madhavan, and Aleksander Sobczyk
| Year of publication: |
2017
|
|---|---|
| Authors: | Ang, Andrew ; Madhavan, Ananth Narayan ; Sobczyk, Aleksander |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 73.2017, 4, p. 41-54
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| Subject: | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011879072