Finding the relevant risk factors for asset pricing (Q957015)
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scientific article; zbMATH DE number 5374058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding the relevant risk factors for asset pricing |
scientific article; zbMATH DE number 5374058 |
Statements
Finding the relevant risk factors for asset pricing (English)
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26 November 2008
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arbitrage pricing theory (APT)
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index model
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factor selection
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model selection
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heuristic optimization
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