Tests of alternative asset pricing models using individual security returns and a new multivariate F-test
Shafiqur Rahman, Matthew J. Schneider
| Year of publication: |
2019
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|---|---|
| Authors: | Rahman, Shafiqur ; Schneider, Matthew J. |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 22.2019, 1, p. 1950001-1-1950001-34
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| Subject: | Asset pricing | factor models | market portfolio | size | book-to-market | momentum | investment | profitability | liquidity risk | multivariate F-test | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Rentabilität | Profitability | Risikoprämie | Risk premium | Multivariate Analyse | Multivariate analysis | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091519500012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012156138