Mispricing, returns and the quest for parsimony
Wanling Rudkin
| Year of publication: |
2020
|
|---|---|
| Authors: | Qiu, Wanling |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-5
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| Subject: | Asset pricing model fit | Bayesian factor inclusion | Factor model selection | Mispricing | Sharpe ratio tests | Stock returns | Kapitaleinkommen | Capital income | CAPM | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101368 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484942