What does the high-dimensional factor analysis tell us about risk factors in the Australian stock market?
Colin T. Bowers and Chris Heaton
| Year of publication: |
2013
|
|---|---|
| Authors: | Bowers, Colin T. ; Heaton, Christopher |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 10/12, p. 1395-1404
|
| Subject: | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Kapitalmarktrendite | Capital market returns | Arbitrage Pricing | Arbitrage pricing | Faktorenanalyse | Factor analysis | CAPM | Australien | Australia |
| 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/10009718379