Testing for alpha in linear factor pricing models with a large number of securities
M. Hashem Pesaran and Takashi Yamagata
| Year of publication: |
2024
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Yamagata, Takashi |
| Subject: | arbitrage asset pricing | CAPM | S&P 500 securities | testing for alpha | weak and spatial error cross-sectional dependence | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Effizienzmarkthypothese | Efficient market hypothesis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526327