Go to main menu Go to search engine Skip to content

Deutsch
English
polski

Śląska Biblioteka Cyfrowa

Homepage
Silesian Digital Library
Publications of the Participants
Katowice
Akademia Ekonomiczna
Do multi-factor models produce robust results? Econometric and diagnostic issues in equity risk premia study

Object's details: Do multi-factor models produce robust results? Econometric and diagnostic issues in equity risk premia study

Go to the whole object's collection

Structure

Studia Ekonomiczne - Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach.

See the description of publication group

Description

Title:
Do multi-factor models produce robust results? Econometric and diagnostic issues in equity risk premia study
Group title:
Studia Ekonomiczne
Creator:
Sakowski, Paweł;
Ślepaczuk, Robert;
Wywiał, Mateusz
Contributor:
Dziwok, Ewa. Red.;
Sroczyńska-Baron, Anna. Red.;
Sawicz, Katarzyna. Red.
Subject and Keywords:
diagnostyka modeli;
metoda najmniejszych kwadratów;
metoda największej wiarygodności;
modele wieloczynnikowe;
modele wyceny aktywów;
premia za ryzyko akcyjne;
uogólniona metoda momentów
Subject:
Aktywa obrotowe;
Ryzyko;
Wycena
Description: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach301ISSN 2083-8611
Publisher:
Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach
Place of publishing:
Katowice
Date:
2016
Resource Type:
czasopismo
Resource Identifier: oai:reader.digitarium.pcss.pl:270098
Relation:
Studia Ekonomiczne - Uniwersytet Ekonomiczny w Katowicach;
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach
Language:
eng
Oryginal in:
Biblioteka Główna Uniwersytetu Ekonomicznego, Katowice

Object is located in the collections:

Educational materials

Cultural heritage

Educational materials

Scientific Works

Educational materials

Texts and handbooks

Publications of the Participants

Publications of the Participants

Akademia Ekonomiczna

Publications of the Participants

Uniwersytet Ekonomiczny

Additional information

Creation date: 2017-04-26
Last modification date: 2020-02-03
Content object's number of views: 38
You could also download the object's description in these formats:
RDF;
OAI-PMH

Information on financing

The project is co-financed by the European Union from the European Regional Development Fund under the Regional Operational Program of the Silesian Voivodeship for the years 2014 - 2020 Silesian Digitarium. Digitization and access to the resources of cultural institutions of the Silesian Voivodeship.

Partner1

Partner1

We use files, through the cookie quality improvement layer of our website.For more information, please read the document Privacy Policy