Publikationer
A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors
Avdelning/ar:
Publiceringsår: 2004
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers. Department of Economics, Lund University
Nummer: 10
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- mimicking portfolio
- asset pricing
- cross-sectional regression approach
- time series regression approach
Övrigt
Published
