Model comparison in french stock returns
Michael O’Connell
| Year of publication: |
2024
|
|---|---|
| Authors: | O'Connell, Michael |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 2101-0145, ZDB-ID 2437679-6. - Vol. 45.2024, 3, p. 60-80
|
| Subject: | Linear factor models | Multiple Testing | Pairwise Testing | Sharpe Performance | Kapitaleinkommen | Capital income | Frankreich | France | CAPM | Statistischer Test | Statistical test | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Theorie | Theory | Faktorenanalyse | Factor analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3917/fina.pr.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015173848