Finding the relevant risk factors for asset pricing
type: Item
instance of: scholarly article
title: Finding the relevant risk factors for asset pricing
zbMATH Open document ID: 1429.62475
author: Dietmar G. Maringer
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 5374058
zbMATH Keywords: arbitrage pricing theory (APT)
zbMATH Keywords: index model
zbMATH Keywords: factor selection
zbMATH Keywords: model selection
zbMATH Keywords: heuristic optimization
MaRDI profile type: Publication
full work available at URL: j.csda.2003.11.007
OpenAlex ID: W2017727042
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DOI: 10.1016/J.CSDA.2003.11.007
description: scientific article; zbMATH DE number 5374058