Underspecification of the empirical return-factor model and a factor analytic augmentation as a solution to factor omission
J. J. Szczygielski, L. M. Brummer and H. P. Wolmarans
| Year of publication: |
2020
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|---|---|
| Authors: | Szczygielski, J. J. ; Brümmer, L. M. ; Wolmarans, Hendrik P. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 44.2020, 2, p. 133-165
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| Subject: | Modellierung | Scientific modelling | Faktorenanalyse | Factor analysis | Arbitrage Pricing | Arbitrage pricing | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10800379.2020.12097365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613658