Pricing ability of four factor model using quantile regression : evidences from India
Prashant Sharma, Prashant Gupta, Anurag Singh
| Year of publication: |
2016
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|---|---|
| Authors: | Sharma, Prashant ; Gupta, Prashant ; Anurag Singh |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1815-1826
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| Subject: | Asset Pricing | Fama-French Factor Model | Quantile Regression | Carhart's Momentum | Indien | India | Regressionsanalyse | Regression analysis | CAPM | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10011775404