Model comparison tests of linear factor models in U.K. stock returns
Jonathan Fletcher
| Year of publication: |
2019
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|---|---|
| Authors: | Fletcher, Jonathan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 281-291
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| Subject: | Bayesian analysis | Linear factor models | Model comparison | Sharpe performance | CAPM | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Großbritannien | United Kingdom | Modellierung | Scientific modelling | 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.2018.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388326