Firm characteristics and empirical factor models : a model mining experiment
Year of publication: |
2021
|
---|---|
Authors: | Tian, Mary |
Subject: | Fama-French-Dreifaktorenmodell | Fama-French three-factor model | Data Mining | Data mining | Faktorenanalyse | Factor analysis | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Welt | World | 1971-2011 |
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