Cover image not available

Efficient estimation of a semiparametric characteristic-based factor model of security returns

Gregory Connor

Publication Data

Title Efficient estimation of a semiparametric characteristic-based factor model of security returns
Author Gregory Connor
Contributors Matthias Hagmann, Oliver B. Linton, Oliver B. Linton
Publisher Financial Markets Group, London School of Economics
Publication date 2007
Publication location London
Language English

Topics

Securities :: Prices :: Econometric models
Regression analysis

Catalogue Data

OBNB ID GBA847185
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6320440151

ISBD

P1053 42, [16] p.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

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