Pricing errors and estimates of risk premia in factor models (Q666460)
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scientific article; zbMATH DE number 6013043
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| default for all languages | No label defined |
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| English | Pricing errors and estimates of risk premia in factor models |
scientific article; zbMATH DE number 6013043 |
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Pricing errors and estimates of risk premia in factor models (English)
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8 March 2012
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arbitrage pricing theory
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risk premia
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pricing errors
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0.8044438362121582
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0.7677986025810242
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0.7677986025810242
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0.7649455666542053
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0.7599833607673645
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