Beta-sorted portfolios

Bibliographic Details

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:	Federal Reserve Bank of New York: Staff reports ; no. 1068 (July 2023)
Subjects:	beta pricing models portfolio sorting nonparametric estimation partitioning kernel regression smoothly varying coefficients Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen