Efficient estimation of a semiparametric characteristic-based factor model of security returns :: Gregory Connor :: STICERD 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Efficient estimation of a semiparametric characteristic-based factor model of security returns
Author Gregory Connor
Contributors Matthias Hagmann, Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher STICERD
Publication date 2007
Publication location London
Language English

Descriptive Notes

Title from PDF title screen (viewed on 7 Jan, 2008).
"October 2007."

Topics

Securities :: Prices :: Econometric models
Regression analysis
Arbitrage :: Econometric models

Catalogue Data

OBNB ID GBA803590
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63204401519535

ISBD

P1042 Includes bibliographical references.

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Efficient estimation of a semiparametric characteristic-based factor model of security returns by Gregory Connor. Published by STICERD in 2007. Publication and catalogue information, links to buy online and reader comments.