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Search: subject:"Factor pricing"
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CAPM
14
Estimation theory
6
Schätztheorie
6
Capital income
5
Factor pricing models
5
Kapitaleinkommen
5
Statistical test
5
Statistischer Test
5
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factor pricing models
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asset pricing
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bond yields
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factor pricing
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Discounting
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Factor pricing
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Sentana, Enrique
6
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5
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3
Sola, Martin
3
Driffill, John
2
Feng, Long
2
Liu, Binghui
2
Ma, Yanyuan
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Novak, Jiri
1
Novák, Jiri
1
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1
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1
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1
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1
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Nationalekonomiska Institutionen, Ekonomihögskolan
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2
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2
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2
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1
Computing in Economics and Finance 2003
1
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1
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
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1
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ECONIS (ZBW)
15
RePEc
14
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1
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1
A
factor
pricing
,odel under ambiguity : a multi-period framework
Wakai, Katsutoshi
-
2023
Persistent link: https://www.econbiz.de/10014323538
Saved in:
2
A new salient factor and equity returns : empirical evidence from A-Shares
Zhou, Hailin
;
Hu, Zhangzhi
;
Wu, Xinyu
- In:
Applied economics letters
32
(
2025
)
2
,
pp. 286-294
Persistent link: https://www.econbiz.de/10015195293
Saved in:
3
Power enhancement for testing multi-factor asset pricing models via Fisher's method
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015074451
Saved in:
4
Adaptive testing for alphas in high-dimensional
factor
pricing
models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
5
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
Saved in:
6
A
factor
pricing
model based on machine learning algorithm
Fang, Yi
;
Chen, Yuzhi
;
Ren, Hang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
8
Characteristic-Based returns : alpha or smart beta?
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 70-89
Persistent link: https://www.econbiz.de/10013173472
Saved in:
9
Stock return asymmetry in China
Chen, Dongxu
;
Wu, Ke
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013380678
Saved in:
10
High-dimensional test for alpha in linear
factor
pricing
models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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