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  • Search: subject:"linear factor"
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Year of publication
Subject
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Linear factor models 19 CAPM 18 Theorie 13 Theory 13 linear factor models 13 Capital income 12 Kapitaleinkommen 12 Portfolio selection 11 Portfolio-Management 11 Factor analysis 10 Faktorenanalyse 10 linear factor model 9 economic geography 8 enterprise zones 8 policy evaluation 8 synthetic controls 8 Bayes-Statistik 6 Bayesian estimation 6 Economic geography 6 Estimation theory 6 Schätztheorie 6 Bayesian inference 5 Impact assessment 5 Statistical test 5 Statistischer Test 5 Stochastic volatility 5 Wirkungsanalyse 5 Estimation 4 GARCH effect 4 Linear factor model 4 REIT returns 4 Risikoprämie 4 Risk premium 4 Schätzung 4 Volatilität 4 excess stock returns 4 Enterprise zones 3 Großbritannien 3 Policy evaluation 3 Regional policy 3
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Online availability
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Free 27 Undetermined 26
Type of publication
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Article 31 Book / Working Paper 28 Other 2
Type of publication (narrower categories)
All
Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
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English 39 Undetermined 22
Author
All
Gobillon, Laurent 11 Magnac, Thierry 11 Guidolin, Massimo 6 Ravazzolo, Francesco 6 Tortora, Andrea Donato 5 Du, Xiaodong 4 Fletcher, Jonathan 4 Hennessy, David A. 4 Tepe, Fatma Sine 4 Satchell, Stephen 3 Ben-Michael, Eli 2 Dai, Xianhua 2 Feller, Avi 2 Feng, Long 2 González-Urteaga, Ana 2 Heckman, James J. 2 Hwang, Soosung 2 Liu, Binghui 2 Ma, Yanyuan 2 O'Connell, Michael 2 Roussanov, Nikolai 2 Rubio, Gonzalo 2 Sentana, Enrique 2 Sun, Liyang 2 Zhang, Jessica 2 Ahn, Seung Chan 1 Boeck, Paul 1 Borri, Nicola 1 Burmeister, E. 1 Calantone, Roger J. 1 Chernov, Mikhail 1 Constantinides, George M. 1 Dolan, Conor 1 Gadarowski, Christopher 1 Grasman, Raoul 1 Halpin, Peter 1 Handa, Puneet 1 Jackwerth, Jens Carsten 1 Klieber, Karin 1 Knight, John 1
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Institution
All
Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculty of Economics, University of Cambridge 1 Finance Discipline Group, Business School 1 HAL 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 Institute for the Study of Labor (IZA) 1 Midwest Agribusiness Trade Research and Information Center (MATRIC), Iowa State University 1 Norges Bank 1 Toulouse School of Economics (TSE) 1
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Published in...
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Discussion paper / Centre for Economic Policy Research 2 Finance research letters 2 IZA Discussion Papers 2 Journal of financial economics 2 Psychometrika 2 The European journal of finance 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Birkbeck Working Papers in Economics and Finance 1 Birkbeck working papers in economics and finance : BWPEF 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1 Center for Agricultural and Rural Development (CARD) Publications 1 Cowles Foundation discussion paper 1 Discussion paper series / IZA 1 Economic Modelling 1 Economic modelling 1 Economics Letters 1 Finance : revue de l'Association Française de Finance 1 Finance Working Papers 1 IDEI Working Papers 1 International Journal of Financial Markets and Derivatives 1 Journal of Financial Economics 1 Journal of Financial Services Research 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Journal of economic studies 1 Journal of empirical finance 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial econometrics 1 Journal of the Academy of Marketing Science 1 Manchester Business School Working Paper 1 Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications 1 Research Paper Series / Finance Discipline Group, Business School 1 TSE Working Papers 1
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Source
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ECONIS (ZBW) 27 RePEc 26 EconStor 5 BASE 3
Showing 1 - 10 of 61
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One factor to bind the cross-section of returns
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2024
Persistent link: https://www.econbiz.de/10014538999
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Using multiple outcomes to improve synthetic control method
Sun, Liyang; Ben-Michael, Eli; Feller, Avi - 2023
When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by balancing either a vector of all outcomes or an index or...
Persistent link: https://www.econbiz.de/10014480581
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Using multiple outcomes to improve synthetic control method
Sun, Liyang; Ben-Michael, Eli; Feller, Avi - 2023
When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by balancing either a vector of all outcomes or an index or...
Persistent link: https://www.econbiz.de/10014445817
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Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin - In: Journal of economic dynamics & control 159 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
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The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho; Sohn, Bumjean - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
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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
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Model comparison in french stock returns
O'Connell, Michael - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 60-80
Persistent link: https://www.econbiz.de/10015173848
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Model comparison in German stock returns
O'Connell, Michael - In: Journal of economic studies 50 (2023) 6, pp. 1245-1259
Persistent link: https://www.econbiz.de/10014331803
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Bayesian selection of asset pricing factors using individual stocks
Hwang, Soosung; Rubesam, Alexandre - In: Journal of financial econometrics 20 (2022) 4, pp. 716-761
Persistent link: https://www.econbiz.de/10013349152
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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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