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Measuring "dark matter" in asset pricing models

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Bibliographic Details
Authors and Corporations: Chen, Hui (Author), Dou, Winston Wei (Author), Kogan, Leonid (Author)
Other Authors: Dou, Winston Wei [Author] • Kogan, Leonid 1974- [Author]
Type of Resource: E-Book
Language: English
published:
Series: Rodney L. White Center for Financial Research: Working papers ; 14, 19
Subjects:
Fragile beliefs
Unstable models
Misspecification
Time series
Out-of-sample fit
Disaster risk
Long-run risk
Semiparametric efficiency
Graue Literatur
Source: Verbunddaten SWB
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