Decomposing anomalies
type: Item
instance of: scholarly article
title: Decomposing anomalies
zbMATH Open document ID: 1467.91158
author: Sabri Boubaker
author: Bo Li
author: Zhen-Ya Liu
author: Yifan Zhang
published in: Economics Letters
publication date: 2021-06-30T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 7365122
zbMATH Keywords: asset pricing
zbMATH Keywords: anomaly variable
zbMATH Keywords: factor model
zbMATH Keywords: functional principal component analysis
zbMATH Keywords: eigenfunction
describes a project that uses: fda (R)
MaRDI profile type: Publication
full work available at URL: j.econlet.2021.109835
OpenAlex ID: W4205819624
cites work: Common risk factors in the returns on stocks and bonds
cites work: Inference for functional data with applications
cites work: Functional data analysis.
DOI: 10.1016/J.ECONLET.2021.109835
description: scientific article; zbMATH DE number 7365122