Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
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More about this item
- G00 - Financial Economics - - General - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-01-12 (All new papers)
- NEP-CFN-2003-01-12 (Corporate Finance)
- NEP-FMK-2003-01-12 (Financial Markets)
- NEP-RMG-2003-01-12 (Risk Management)
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