مرکز منطقه ای اطلاع رساني علوم و فناوري - Using Bayesian variable selection methods to choose style factors in global stock return models

Title of article :

Using Bayesian variable selection methods to choose style factors in global stock return models

Author/Authors :

Anthony D. Hall، نويسنده , , Soosung Hwang، نويسنده , , Stephen E. Satchell، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

2301

To page :

2325

Keywords :

Bayesian variable selection , Global portfolio , Factor mimicking portfolio

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193438

Link To Document :