https://ideas.repec.org/p/fip/fedawp/2013-09.html
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors
Downloadable! We show that in misspecified models with useless factors (for example, factors that are independent of the returns on the test assets), the...
asset pricing models
https://www.scirp.org/journal/PaperInformation?PaperID=22133
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden...
Analyzing hidden factors in asset pricing models, this paper explores persistent cross-sectional memory in idiosyncratic risks. Using an extended Rescaled...
asset pricing models
https://www.scirp.org/journal/PaperInformation?paperID=22133&
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden...
Analyzing hidden factors in asset pricing models, this paper explores persistent cross-sectional memory in idiosyncratic risks. Using an extended Rescaled...
asset pricing models
https://www.proprofs.com/quiz-school/quizzes/pp-expected-return-and-asset-pricing-models
Expected Return and Asset Pricing Models Quiz - Quiz & Trivia
Apr 17, 2026 - Test your knowledge of expected return calculations, CAPM, and asset pricing models at the college level.
asset pricing modelsexpected returnquiztrivia
https://ideas.repec.org/p/een/camaaa/2015-33.html
Corporate asset pricing models and debt contracts
Downloadable! In the past decades financial markets rapidly gained on complexity due to an increased demand for risk diversification and hedging. A number of...
asset pricing modelscorporatedebtcontracts
https://www.econstor.eu/handle/10419/100970
EconStor: Dynamic strategies, asset pricing models, and the out-of-sample performance of the...
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
asset pricing modelsout of sample