Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712)
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scientific article; zbMATH DE number 6132306
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| English | Explaining the single factor bias of arbitrage pricing models in finite samples |
scientific article; zbMATH DE number 6132306 |
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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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0.7440178990364075
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0.7440178990364075
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0.7374371290206909
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0.7369706630706787
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0.7341220378875732
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