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2011
Mark A Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio
Asgharian, Hossein ^LU (2011) In Journal of Banking & Finance 35(5). p.1027-1040
- Contribution to journal › Article
2005
Mark Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
Asgharian, Hossein ^LU and Hansson, Björn ^LU (2005) In Journal of Empirical Finance 12(4). p.556-575
- Contribution to journal › Article