Spectral factor models
Federico M. Bandi, Shomesh E. Chaudhuri, Andrew W. Lo, Andrea Tamoni
| Year of publication: |
2021
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|---|---|
| Authors: | Bandi, Federico M. ; Chaudhuri, Shomesh E. ; Lo, Andrew W. ; Tamoni, Andrea |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 142.2021, 1, p. 214-238
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| Subject: | Cross-sectional asset pricing | Factor models | Frequency | Systematic risk | CAPM | Faktorenanalyse | Factor analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Querschnittsanalyse | Cross-section analysis | Risiko | Risk | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.04.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012650703