A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors
(2004) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387057
- author
- Asgharian, Hossein LU
- organization
- publishing date
- 2004
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- mimicking portfolio, asset pricing, cross-sectional regression approach, time series regression approach
- in
- Working Papers. Department of Economics, Lund University
- issue
- 10
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- b701fed8-764a-4941-a2a8-1008128678c1 (old id 1387057)
- date added to LUP
- 2016-04-04 11:43:02
- date last changed
- 2024-09-17 16:16:03
@misc{b701fed8-764a-4941-a2a8-1008128678c1, author = {{Asgharian, Hossein}}, keywords = {{mimicking portfolio; asset pricing; cross-sectional regression approach; time series regression approach}}, language = {{eng}}, note = {{Working Paper}}, number = {{10}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers. Department of Economics, Lund University}}, title = {{A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors}}, url = {{https://lup.lub.lu.se/search/files/195339013/WP04_10.pdf}}, year = {{2004}}, }