EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"factor zoo"
Narrow search

Narrow search

Year of publication
Subject
All
CAPM 5 factor zoo 5 Capital income 4 Factor analysis 4 Faktorenanalyse 4 Kapitaleinkommen 4 Capital market returns 3 Kapitalmarktrendite 3 GMM 2 Risiko 2 Risk 2 Risk factors 2 Theorie 2 Theory 2 cross-section of expected returns 2 Asset Pricing 1 Asset pricing 1 Börsenkurs 1 CPDAG 1 DAG 1 Factor Selection 1 Factor Zoo 1 Financial economics 1 High-Dimensional Modeling 1 Kapitalmarkttheorie 1 Kolmogorov-Arnold 1 Method of moments 1 Momentenmethode 1 PriorInformation 1 Share price 1 Statistical test 1 Statistischer Test 1 Variable Selection 1 asset pricing 1 asset returns 1 graph lasso 1 network analysis 1 non-linear factor model 1
more ... less ...
Online availability
All
Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
All
English 6
Author
All
De-Losso, Rodrigo 2 Laurinaityte, Nora 2 Meinerding, Christoph 2 Moraes, Fernando Tassinari 2 Schlag, Christian 2 Thimme, Julian 2 Bertelsen, Kristoffer Pons 1 Borri, Nicola 1 Liu, Yukun 1 Tsyvinski, Aleh 1 Četverikov, Denis N. 1
more ... less ...
Published in...
All
Working papers / Department of Economics, University of São Paulo (FEA-USP) 2 CREATES research paper 1 Cowles Foundation discussion paper 1 Deutsche Bundesbank Discussion Paper 1 Discussion paper 1
Source
All
ECONIS (ZBW) 5 EconStor 1
Showing 1 - 6 of 6
Cover Image
One factor to bind the cross-section of returns
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2024
Persistent link: https://www.econbiz.de/10014538999
Saved in:
Cover Image
The prior adaptive group lasso and the Factor Zoo
Bertelsen, Kristoffer Pons - 2022 - This version: January 20, 2022
Persistent link: https://www.econbiz.de/10012816390
Saved in:
Cover Image
GMM weighting matrices incross-sectional asset pricing tests
Laurinaityte, Nora; Meinerding, Christoph; Schlag, Christian - 2020
Cross-sectional asset pricing tests with GMM can generate spuriouslyhigh explanatory power for factor models when the moment conditions are specifiedsuch that they allow the estimated factor means to substantially deviate from theobserved sample averages. In fact, by shifting the weights on the...
Persistent link: https://www.econbiz.de/10012373291
Saved in:
Cover Image
GMM weighting matrices incross-sectional asset pricing tests
Laurinaityte, Nora; Meinerding, Christoph; Schlag, Christian - 2020 - This version: November 4, 2020
Cross-sectional asset pricing tests with GMM can generate spuriouslyhigh explanatory power for factor models when the moment conditions are specifiedsuch that they allow the estimated factor means to substantially deviate from theobserved sample averages. In fact, by shifting the weights on the...
Persistent link: https://www.econbiz.de/10012322408
Saved in:
Cover Image
Risk factor centrality and the cross-section of expected returns
Moraes, Fernando Tassinari; De-Losso, Rodrigo - 2020
Persistent link: https://www.econbiz.de/10012432534
Saved in:
Cover Image
Risk factors' CPDAG roots and the cross-section of expected returns
Moraes, Fernando Tassinari; De-Losso, Rodrigo - 2020
Persistent link: https://www.econbiz.de/10012432536
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...