Title of article
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Author/Authors
Hossein Asgharian، نويسنده , , Bj?rn Hansson، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
20
From page
556
To page
575
Keywords
Orthogonal portfolio , Investment strategy , Factor pricing , Simulated annealing
Journal title
Journal of Empirical Finance
Serial Year
2005
Journal title
Journal of Empirical Finance
Record number
130812
Link To Document