Pages that link to "Item:Q4372030"
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The following pages link to EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030):
Displaying 5 items.
- Tests of risk premia in linear factor models (Q302111) (← links)
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- Residual risk revisited (Q914318) (← links)
- On the market price of risk (Q2230759) (← links)
- Efficient semiparametric estimation of the Fama-French model and extensions (Q2859070) (← links)