Asset pricing models with conditional betas and alphas
the effects of data snooping and spurious regression
Edición de la obra Asset pricing models with conditional betas and alphas
| Autor | Wayne E. Ferson |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 2006 |
| Lugar | Cambridge, Mass |
| Idioma | inglés |
| Páginas | 31 |
| OCLC | 75550564 |
| Serie | NBER working paper series -- no. 12658. · Working paper series (National Bureau of Economic Research) -- working paper no. 12658. |
| Número de Cutter | F399a |