RePEcOther
Testing Alpha in Linear Factor Pricing Models
The article introduces a new, faster test procedure for alpha in linear factor pricing models, which is valid even with a larger number of securities and can handle some pricing errors.
Featured in No. 53 on 12 Jun 2024 · on release day
- Released
- 12 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:oup:jfinec:v:22:y:2024:i:2:p:407-460.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).