Finding the relevant risk factors for asset pricing (Q957015): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: A new look at the statistical model identification / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Memory and infrequent breaks / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimization by Simulated Annealing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimating the dimension of a model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2784327 / rank | |||
Normal rank |
Revision as of 20:21, 28 June 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)
0 references
26 November 2008
0 references
arbitrage pricing theory (APT)
0 references
index model
0 references
factor selection
0 references
model selection
0 references
heuristic optimization
0 references