Cover Image

Tradable factor risk premia and oracle tests of asset pricing models

Alberto Quaini, Fabio Trojani, Ming Yuan
Year of publication:
[2023] ; This version: September 16, 2023
Authors: Quaini, Alberto ; Trojani, Fabio ; Yuan, Ming
Publisher: Geneva : Swiss Finance Institute
Subject: Testing of asset pricing models | factor risk premia | useless and weak factors | factor selection | model misspecification | Oracle estimation and inference | CAPM | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Modellierung | Scientific modelling
freely available
Full text |
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014480342
Similar items by subject
Similar items by person