Semiparametric estimation of a characteristic-based factor model of common stock returns :: Gregory Connor :: London School of Economics and Political Science 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Semiparametric estimation of a characteristic-based factor model of common stock returns
Author Gregory Connor
Contributors Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics and Political Science
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 15 Jan, 2007)

Topics

Stocks :: Rate of return :: Econometric models

Catalogue Data

OBNB ID GBA703628
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63221

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Semiparametric estimation of a characteristic-based factor model of common stock returns by Gregory Connor. Published by London School of Economics and Political Science in 2006. Publication and catalogue information, links to buy online and reader comments.