Pricing errors and estimates of risk premia in factor models (Q666460)
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: Pricing errors and estimates of risk premia in factor models |
scientific article; zbMATH DE number 6013043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing errors and estimates of risk premia in factor models |
scientific article; zbMATH DE number 6013043 |
Statements
Pricing errors and estimates of risk premia in factor models (English)
0 references
8 March 2012
0 references
arbitrage pricing theory
0 references
risk premia
0 references
pricing errors
0 references
0 references
