EconPapers    
Economics at your fingertips  
 

Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach

Hossein Asgharian and Björn A. Hansson

Journal of Empirical Finance, 2005, vol. 12, issue 4, pages 556-575

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VFG ... ded2f3916d5972841d06
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:empfin:v:12:y:2005:i:4:p:556-575

Access Statistics for this article

Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

More articles in Journal of Empirical Finance from Elsevier
Series data maintained by Zhang, Lei ().

 
Page updated 2014-07-23
Handle: RePEc:eee:empfin:v:12:y:2005:i:4:p:556-575