APT At Work: Finding The Relevant Risk Factors For Asset Pricing

Dietmar Maringer

No 337, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: APT; Combinatorial Optimization; Risk Management; Heuristics (search for similar items in EconPapers)
JEL-codes: C61 C63 D81 E44 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:337

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