scientific article; zbMATH DE number 1538095

MaRDI QIDQ4518958zbMATH OpenFDO

Authors G. S. Maddala

Publication date 7 May 2002

zbMATH Keywords

arbitrage pricing theorycapital-asset pricing modelerrors in variablesportfoliosignaling models

Mathematics Subject Classification ID

Recommendations

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• ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
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(4)

• Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly
• Alternative methods to deal with measurement error
• Effects of measurement errors on systematic risk and performance measure of a portfolio
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