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Korajczyk, Robert A. Linton, Oliver Flavin, Thomas J. Hagmann, Matthias O'Kelly, Brian Suurlaht, Anita Goldberg, Lisa Uhlaner, Robert T. O'Kelly, Brian G. Li, Shaoran O'Kelly, Brain Chen, Zhuo Curds, Ross O’Kelly, Brian Chen, Zhuo Li, Sheng Briner, Beat G. Woo, Mason Sehgal, Sanjay Beckers, Stan Dillon, Barry All co-authors factor model returns asset based common models factors pricing semiparametric characteristic component kapitaleinkommen irish dynamic portfolio analysis market specific time capm capital irland
Composed capital income portfolio selection based factor portfolio management characteristic based cross sectional asset specific factor betas asset pricing nichtparametrisches verfahren nonparametric statistics estimation theory pricing model specific component capital market returns stock returns portfolio risk risk analysis paper develops factor returns time series factor models semi strong asset returns security returns semiparametric estimation model factor capital asset factor analysis euro area coase theorem characteristics based bank resolution common features
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Gregory Connor Biblio: London School of Economics ; Northwestern Univ., Evanston, Ill. ; Univ. College Dublin and Univ. of California, Berkeley
Affiliations National University of Ireland, Maynooth. Department of Economics, Finance and Accounting
Q41805099
Publishing years Series Department of Economics, Finance & Accounting working papers series (7) Discussion paper series / LSE Financial Markets Group (6) Working papers / Department of Economics, Finance and Accounting, NUI Maynooth (5) Michael J. Brennan Irish Finance Working Paper Series Research Paper (2) LSE STICERD Research Paper (2) Econometrics papers (2) Cambridge working papers in economics (1) Special paper (1) Research paper series / Swiss Finance Institute (1) Ebrary online (1) Discussion paper / LSE Financial Markets Group (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
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