The poor predictive performance of asset pricing models
Timothy Simin
| Year of publication: |
2008
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|---|---|
| Authors: | Simin, Timothy T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 43.2008, 2, p. 355-380
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| Subject: | CAPM | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Performance-Messung | Performance measurement |
| 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://www.econbiz.de/10003729127