Pages that link to "Item:Q666460"
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The following pages link to Pricing errors and estimates of risk premia in factor models (Q666460):
Displaying 11 items.
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- Residual risk revisited (Q914318) (← links)
- On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (Q1000392) (← links)
- On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
- Estimating the cost of capital through time: An analysis of the sources of error (Q2783945) (← links)
- EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030) (← links)
- Asset Pricing Specification Errors and Performance Evaluation (Q4503059) (← links)
- Can Risk-Based Theories Explain the Value Premium?* (Q5430111) (← links)