Evaluating alternative methods for testing asset pricing models with historical data
Martín Lozano; Gonzalo Rubio
| Year of publication: |
2011
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|---|---|
| Authors: | Lozano-Banda, Martín ; Rubio, Gonzalo |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 1, p. 136-146
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| Subject: | Beta pricing models | Stochastic discount factor | Pricing errors | Evaluation of factor models | CAPM | Theorie | Theory | Diskontierung | Discounting | Faktorenanalyse | Factor analysis |
| 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://www.econbiz.de/10009301158