Galton's Error and the under-representation of systematic risk
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- Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA.
- Los, Cornelis A., 2006.
"System identification in noisy data environments: An application to six Asian stock markets,"
Journal of Banking & Finance,
Elsevier, vol. 30(7), pages 1997-2024, July.
- Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, EconWPA.
- Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany.
- Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA.
- Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA.
- Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA.
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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