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 :
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