Fundamental properties of linear factor models

Damir Filipović, Paul Schneider

Year of publication:	[2024]
Authors:	Filipović, Damir ; Schneider, Paul
Publisher:	Geneva : Swiss Finance Institute
Subject:	asset pricing \| factor models \| characteristics \| covariances \| meanvariance efficient portfolio \| stochastic discount factor \| covariance estimation \| CAPM \| Portfolio-Management \| Portfolio selection \| Faktorenanalyse \| Factor analysis \| Korrelation \| Correlation \| Diskontierung \| Discounting \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Kapitaleinkommen \| Capital income

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