Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
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
External co-authors :
yes
Language :
English
Title :
Anomaly or Possible Risk Factor? Some Simple Tests
Publication date :
16 December 2019
Event name :
13th International Conference on Computational and Financial Econometrics, Factors Models, Pricing Kernels and the Cross Section of Stock Returns sessions
