Testing pricing errors of models with latent factors and firm characteristics as covariances
Chu Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Chu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 3, p. 1706-1728
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| Subject: | beta pricing models | pricing errors (alphas) | return-predictive firm characteristics | statistically extracted latent factors | CAPM | Theorie | Theory | Börsenkurs | Share price | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4768 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014515107