Pages that link to "Item:Q3674365"
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The following pages link to Funds, Factors, and Diversification in Arbitrage Pricing Models (Q3674365):
Displayed 45 items.
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- An econometric analysis of nonsynchronous trading (Q749146) (← links)
- Interpreting the factor risk premia in the arbitrage pricing theory (Q761333) (← links)
- On tests of the arbitrage pricing theory (Q791417) (← links)
- Dynamic factor models (Q862777) (← links)
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
- Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Diversification and equilibrium in securities markets (Q1367763) (← links)
- On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- High-dimensional functional time series forecasting: an application to age-specific mortality rates (Q1733284) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- State space methods in asset pricing (Q1825112) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
- Editorial: Dynamic factor models (Q2439042) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533) (← links)
- Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression (Q2861812) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Competing transformation models (Q4269857) (← links)
- EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data (Q4503195) (← links)
- Estimation of population column proportions of 1’s in survey type designs (Q5079154) (← links)
- Granularity Adjustment for Efficient Portfolios (Q5080553) (← links)
- Constrained Factor Models for High-Dimensional Matrix-Variate Time Series (Q5130622) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Approximate factor models: Finite sample distributions (Q5290896) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q5881065) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)