Finding the relevant risk factors for asset pricing (Q957015)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5374058
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finding the relevant risk factors for asset pricing |
scientific article; zbMATH DE number 5374058 |
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
0.6483333706855774
0 references
0.6430957317352295
0 references
0.6342014074325562
0 references
0.633236825466156
0 references
0.6292423605918884
0 references
