مرکز منطقه ای اطلاع رساني علوم و فناوري - Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach

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 :

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 :