结果:找到“three factor”相关内容23个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
A Respecified Fama French Three-Factor Model for the New European Union Member S
3 个回复 - 1433 次查看 【作者(必填)】 [*]James Foye, [*]Dušan Mramor, [*]Marko Pahor 【文题(必填)】 A Respecified Fama French Three-Factor Model for the New European Union Member States 【年份(必填)】2013 ...2014-2-10 19:20 - vividboy - 求助成功区
Pricing commodity futures and determining risk premia in a three factor model wi
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum
Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model
5 个回复 - 1517 次查看 【作者(必填)】Michael J. Brennan, Ashley Wang, Yihong Xia 【文题(必填)】Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model 【年份(必填)】2001 【全文链接或数据库名称(选 ...2021-12-5 21:52 - ssylzz - 求助成功区
A Three-Factor Model of Social Identity
3 个回复 - 430 次查看 【作者(必填)】 【文题(必填)】A Three-Factor Model of Social Identity 【年份(必填)】 【全文链接或数据库名称(选填)】 https://www.tandfonline.com/doi/abs/10.1080/135765004440000472021-2-15 06:57 - 江夏雁 - 求助成功区
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
1 个回复 - 440 次查看 【作者(必填)】Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa 【文题(必填)】Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing 【年份(必填)】2 ...2019-5-20 10:19 - 迷途mitu - 求助成功区
求《A Three-Factor Defaultable Term Structure Model》
1 个回复 - 437 次查看 【作者(必填)】Bernd Schmid and Rudi Zagst 【文题(必填)】A Three-Factor Defaultable Term Structure Model 【年份(必填)】2000 【全文链接或数据库名称(选填)】https://jfi.iijournals.com/content/10/ ...2019-5-13 11:16 - tony_mxl - 求助成功区
A New Extension Strategy on Three-Level Factorials Under Wrap-around L2-discrepa
1 个回复 - 627 次查看 【作者(必填)】Tingxun Gou Hong Qin& Kashinath Chatterjee 【文题(必填)】A New Extension Strategy on Three-Level Factorials Under Wrap-around L2-discrepancy 【年份(必填)】2016 【全文链接或数据库名 ...2016-8-28 20:51 - ozj9325 - 求助成功区
Production and Trade with Two Factors and Three Goods
1 个回复 - 460 次查看 【作者(必填)】 Melvin, James R 【文题(必填)】 Production and Trade with Two Factors and Three Goods 【期刊(必填)】 American Economic Review 【年份(必填)】 1968, 58(5):12492016-6-29 16:14 - gjpig55 - 求助成功区
求The Equalisation of Factor Prices: The Two-country Two-factor Three product Ca
2 个回复 - 913 次查看 【作者(必填)】JE Meade 【文题(必填)】The Equalisation of Factor Prices: The Two-country Two-factor Three product Case 【年份(必填)】 Metroeconomica, 1950 ,Volume 2, Issue 3, pages 129–133 ...2014-10-4 18:15 - 区域经济爱好者 - 求助成功区
Lee discrepancy on asymmetrical factorials with two- and three-levels
3 个回复 - 671 次查看 【作者(必填)】Kashinath Chatterjee, Hong Qin, Na Zou 【文题(必填)】Lee discrepancy on asymmetrical factorials with two- and three-levels 【年份(必填)】2012 【全文链接或数据库名称(选填)】http ...2014-1-5 21:28 - ozj9325 - 求助成功区
A Three-Factor Model in Theory, Trade, History
0 个回复 - 688 次查看 【作者(必填)】 R. W. Jones, 【文题(必填)】 A Three-Factor Model in Theory, Trade, History,In: J. N. Bhagwati, et al., Eds, Trade, Balance of Payments and Growth-Essays in Honor of Charles P. Kindle ...2019-4-14 21:12 - godwithking3 - 文献求助专区
Pricing and hedging of long-term futures and forward contracts by a three-factor
3 个回复 - 974 次查看 【作者(必填)】 Kenichiro Shiraya Akihiko Takahashi 【文题(必填)】 Pricing and hedging of long-term futures and forward contracts by a three-factor 【年份(必填)】 2012 【全文链接或数据库名称(选 ...2013-7-14 00:03 - suoyuanyuan - 求助成功区
Three-Level and Mixed-Level Factorial Experiments
1 个回复 - 694 次查看 【作者(必填)】Ajit C. Tamhane 【文题(必填)】Three-Level and Mixed-Level Factorial Experiments 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/97811 ...2013-6-13 13:39 - violinangel - 求助成功区
急求Motivational Factors and the Visitor Experience: A Comparison of Three Sites
3 个回复 - 1033 次查看 【作者(必填)】Jan Packer, Roy Ballantyne 【文题(必填)】Motivational Factors and the Visitor Experience: A Comparison of Three Sites[/backcolor] 【年份(必填)】July, 2002 【全文链接或数据库名称 ...2012-9-24 17:57 - Renesmee8989 - 求助成功区
A Simple Approach to Three-Factor Affine Term Structure Models
4 个回复 - 1046 次查看 【作者(必填)】Pierluigi Balduzzi , Sanjiv Ranjan Das , Silverio Foresi and Rangarajan K Sundaram 【文题(必填)】A Simple Approach to Three-Factor Affine Term Structure Models 【年份(必填)】1996 ...2012-5-22 19:26 - xiashi1988 - 文献求助专区
The Three Types of Factor Models:A Comparison of Their Explanatory Power
1 个回复 - 2273 次查看 The Three Types of Factor Models:A Comparison of Their Explanatory Power2011-11-7 12:36 - 金黄色的风 - 金融学(理论版)
Can the three-factor model explain momentum.
5 个回复 - 2846 次查看 Can the three-factor model explain momentum. and reversal? Explain in terms of factor loadings. What is FF momentum disaster?2009-12-25 12:16 - yeozunggang - 金融学(理论版)
a question about Fama & Frenchs three factors model
3 个回复 - 2592 次查看 There are two additional factors in the three factors model except that in CAPM. I want to ask what is size effect? If I want to do some empirical work, how should I define the size effect in the line ...2006-1-22 04:48 - lovebeatles - 金融学(理论版)