Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors
Matevž Skočir, Igor Lončarski
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Skočir, Matevž ; Lončarski, Igor |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 55.2018, p. 65-80
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| Subject: | Multi-factor models | Factor construction | Pricing factors | Sorting portfolios | Liquidity factor | Default risk factor | CAPM | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Kapitalmarkttheorie | Financial economics | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011984094