A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors
Author
Department/s
Publishing year
2004
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
10
Full text
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Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- mimicking portfolio
- asset pricing
- cross-sectional regression approach
- time series regression approach
Status
Published