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
Keywords :
Arbitrage pricing theory (APT) , Index model , Factor selection , Model selection , Heuristicoptimization
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis