Portfolio Construction for Tests of Asset Pricing Models

Financial Markets, Institutions and Instruments

Volumn 13, Issue 1, 2004, Pages 1-39

  Vaihekoski, Mika ^a,b  

^a LTT Research Ltd   (Switzerland)

^b HELSINKI SCHOOL OF ECONOMICS   (Finland)

Author keywords

Asset; Bias; Emerging markets; Finland; HEX; Matlab; Multiple stock series; Nokia; Ownership restriction; Portfolio; Pricing models; Tests; Thin trading

Indexed keywords

EID: 1342289779     PISSN: 09638008     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0963-8008.2004.0001.x     Document Type: Article

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