A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.15, Iss.12, 2005-08, pp. : 835-847

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The role of sorting portfolios in asset-pricing models

By Ernstberger J. Haupt H. Vogler O.

Applied Financial Economics, Vol. 21, Iss. 18, 2011-09 ,pp. : 1381-1396

Routledge Ltd

Access to resources Recommend Favorite

Conditional multifactor asset pricing model and market anomalies

By Dash Saumya Ranjan Mahakud Jitendra

Journal of Indian Business Research, Vol. 5, Iss. 4, 2013-11 ,pp. : 271-294

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Asset pricing models: a comparison

By Lawrence Edward R. Geppert John Prakash Arun J.

Applied Financial Economics, Vol. 17, Iss. 11, 2007-07 ,pp. : 933-940

Routledge Ltd

Access to resources Recommend Favorite

An examination of conditional asset pricing models in the Australian equities market

By Nguyen Annette Faff Robert Gharghori Philip

Applied Financial Economics Letters, Vol. 3, Iss. 5, 2007-09 ,pp. : 307-312

Routledge Ltd

Access to resources Recommend Favorite

Do consumption-based asset pricing models explain return predictability?

By Marquering Wessel

Applied Financial Economics, Vol. 16, Iss. 14, 2006-10 ,pp. : 1019-1027

Routledge Ltd

Access to resources Recommend Favorite