A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00053.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2003867120 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified beta pricing theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank

Latest revision as of 10:15, 28 May 2024

scientific article; zbMATH DE number 1106713
Language Label Description Also known as
English
A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS
scientific article; zbMATH DE number 1106713

    Statements

    A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (English)
    0 references
    0 references
    0 references
    21 January 1998
    0 references
    factor pricing
    0 references
    APT
    0 references
    law of one price
    0 references
    empirical tests of asset pricing
    0 references

    Identifiers