Communication orale non publiée/Abstract (Colloques, congrès, conférences scientifiques et actes)
Anomaly or Possible Risk Factor? Some Simple Tests
HOLCBLAT, Benjamin; Lioui, Abraham; Weber, Michael
2019 • 13th International Conference on Computational and Financial Econometrics, Factors Models, Pricing Kernels and the Cross Section of Stock Returns sessions
HOLCBLAT, Benjamin ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
Lioui, Abraham
Weber, Michael
Co-auteurs externes :
yes
Langue du document :
Anglais
Titre :
Anomaly or Possible Risk Factor? Some Simple Tests
Date de publication/diffusion :
16 décembre 2019
Nom de la manifestation :
13th International Conference on Computational and Financial Econometrics, Factors Models, Pricing Kernels and the Cross Section of Stock Returns sessions