Tests of multifactor pricing models, volatility bounds and portfolio performance:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9441 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w9441.pdf |
| Physical Description: | 94 S. graph. Darst. |
Staff View
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| id | DE-604.BV023589104 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:23:11Z |
| institution | BVB |
| language | English |
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| physical | 94 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
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| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Ferson, Wayne E. 1951- Verfasser (DE-588)129543950 aut Tests of multifactor pricing models, volatility bounds and portfolio performance Wayne E. Ferson Cambridge, Mass. National Bureau of Economic Research 2003 94 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9441 Mathematisches Modell Investments Mathematical models Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9441 (DE-604)BV002801238 9441 http://papers.nber.org/papers/w9441.pdf kostenfrei Volltext |
| spellingShingle | Ferson, Wayne E. 1951- Tests of multifactor pricing models, volatility bounds and portfolio performance National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Investments Mathematical models |
| title | Tests of multifactor pricing models, volatility bounds and portfolio performance |
| title_auth | Tests of multifactor pricing models, volatility bounds and portfolio performance |
| title_exact_search | Tests of multifactor pricing models, volatility bounds and portfolio performance |
| title_full | Tests of multifactor pricing models, volatility bounds and portfolio performance Wayne E. Ferson |
| title_fullStr | Tests of multifactor pricing models, volatility bounds and portfolio performance Wayne E. Ferson |
| title_full_unstemmed | Tests of multifactor pricing models, volatility bounds and portfolio performance Wayne E. Ferson |
| title_short | Tests of multifactor pricing models, volatility bounds and portfolio performance |
| title_sort | tests of multifactor pricing models volatility bounds and portfolio performance |
| topic | Mathematisches Modell Investments Mathematical models |
| topic_facet | Mathematisches Modell Investments Mathematical models |
| url | http://papers.nber.org/papers/w9441.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT fersonwaynee testsofmultifactorpricingmodelsvolatilityboundsandportfolioperformance |