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

Applied Financial Economics

Volumn 15, Issue 12, 2005, Pages 835-847

  Asgharian, Hossein ^a   Hansson, Björn ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; PRICE DETERMINATION;

EID: 24044552015     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500166186     Document Type: Article

References (12)

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