Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712): Difference between revisions
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| Property / cites work: Eigenvalues of large sample covariance matrices of spiked population models / rank | |||
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| Property / cites work: Theory of Financial Risk and Derivative Pricing / rank | |||
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| Property / cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets / rank | |||
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| Property / cites work: Q3960954 / rank | |||
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| Property / cites work: Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large / rank | |||
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Revision as of 03:15, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explaining the single factor bias of arbitrage pricing models in finite samples |
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Explaining the single factor bias of arbitrage pricing models in finite samples (English)
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29 January 2013
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factor analysis
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arbitrage pricing theory
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random matrix theory
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