Measuring "dark matter" in asset pricing models

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:	[Philadelphia, PA Rodney L. White Center for Financial Research] [2019]
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 Lizenzfreie Online-Ressourcen