Anomaly or Risk Factor? Some Simple Tests

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HOLCBLAT, Benjamin; Lioui, Abraham; Weber, Michael

2019 • 13th International Conference On Computational and Financial Econometrics

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https://hdl.handle.net/10993/50071

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Disciplines :

Finance

Author, co-author :

HOLCBLAT, Benjamin ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

Lioui, Abraham; EDHEC

Weber, Michael; University of Chicago

External co-authors :

yes

Language :

English

Title :

Anomaly or Risk Factor? Some Simple Tests

Publication date :

16 December 2019

Event name :

13th International Conference On Computational and Financial Econometrics

Event date :

Dec 14-16 2019

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since 27 January 2022

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