Finding the relevant risk factors for asset pricing (Q957015): Difference between revisions
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| Property / DOI: 10.1016/j.csda.2003.11.007 / rank | |||
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| Property / cites work: A new look at the statistical model identification / rank | |||
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| Property / cites work: Memory and infrequent breaks / rank | |||
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| Property / cites work: Optimization by Simulated Annealing / rank | |||
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| Property / cites work: Estimating the dimension of a model / rank | |||
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| Property / cites work: Q2784327 / rank | |||
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| Property / DOI: 10.1016/J.CSDA.2003.11.007 / rank | |||
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Latest revision as of 09:57, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding the relevant risk factors for asset pricing |
scientific article |
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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