Inference in asset pricing models with a low-variance factor
Hua Shang
| Year of publication: |
2013
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|---|---|
| Authors: | Shang, Hua |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 3, p. 1046-1060
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| Subject: | Low-variance factor | Local asymptotics | Fama-MacBeth method | Theorie | Theory | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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/10009708711