Hossein Asgharian
Professor
A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors
Författare
Avdelning/ar
- Nationalekonomiska institutionen
Publiceringsår
2004
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers. Department of Economics, Lund University
Issue
10
Fulltext
- Available as PDF - 319 kB
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Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- mimicking portfolio
- asset pricing
- cross-sectional regression approach
- time series regression approach
Status
Published