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

Asgharian, Hossein LU (2004) In Working Papers. Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
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 Universtiy
language
English
LU publication?
yes
id
b701fed8-764a-4941-a2a8-1008128678c1 (old id 1387057)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2004_010.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2016-04-16 09:36:34
@misc{b701fed8-764a-4941-a2a8-1008128678c1,
  author       = {Asgharian, Hossein},
  keyword      = {mimicking portfolio,asset pricing,cross-sectional regression approach,time series regression approach},
  language     = {eng},
  note         = {Working Paper},
  number       = {10},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors},
  year         = {2004},
}