Beta-sorted portfolios

Saved in:

Authors and Corporations:

Cattaneo, Matias D. (Author), Crump, Richard K. (Author), Wang, Weining (Author)

Other Authors:

Crump, Richard K. [Author] • Wang, Weining [Author]

Type of Resource:

E-Book

Language:

English

published:

[New York, NY] Federal Reserve Bank of New York [2023]

Series:

Subjects:

beta pricing models

portfolio sorting

nonparametric estimation

partitioning

kernel regression

smoothly varying coefficients

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Federal Reserve Bank of New York: Staff reports