Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
| Year of publication: |
2005
|
|---|---|
| Authors: | Asgharian, Hossein ; Hansson, Bjorn |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 4, p. 556-575
|
| Publisher: |
Elsevier |