Pages that link to "Item:Q1387945"
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The following pages link to On the empirical identification of risk factors in arbitrage pricing models (Q1387945):
Displaying 6 items.
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
- Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (Q702224) (← links)
- Finding the relevant risk factors for asset pricing (Q957015) (← links)
- Estimating the arbitrage pricing theory with observed macro factors (Q1391067) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)