Title of article
Finding the relevant risk factors for asset pricing
Author/Authors
Dietmar G. Maringer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
14
From page
339
To page
352
Keywords
Arbitrage pricing theory (APT) , Index model , Factor selection , Model selection , Heuristicoptimization
Journal title
Computational Statistics and Data Analysis
Serial Year
2004
Journal title
Computational Statistics and Data Analysis
Record number
307844
Link To Document