A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors

Research output: Working paper

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Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • mimicking portfolio, asset pricing, cross-sectional regression approach, time series regression approach
Original languageEnglish
PublisherDepartment of Economics, Lund Universtiy
Publication statusPublished - 2004
Publication categoryResearch

Publication series

NameWorking Papers. Department of Economics, Lund University
No.10

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