High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions (Q6069874)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions |
scientific article; zbMATH DE number 7767612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions |
scientific article; zbMATH DE number 7767612 |
Statements
High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions (English)
0 references
17 November 2023
0 references
elliptical symmetric distribution
0 references
high dimensionality
0 references
linear factor pricing models
0 references
robust test for alpha
0 references
S\&P's 500 securities
0 references
0 references
