Model Comparison in French Stock Returns :: SCD d'Orléans

Model Comparison in French Stock Returns

Model Comparison in French Stock Returns

Notre étude évalue la performance relative de neuf modèles d’évaluation d’actifs néo-classiques concurrents sur le marché boursier français entre juin 1991 et décembre 2021. Nous effectuons des tests asymptotiquement valides de comparaison de modèles lorsque l’ampleur de la mauvaise évaluation des m...

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Bibliografski detalji
Glavni autor:	O’Connell, Michael
Format:	Article ou chapitre numérique
Jezik:	Français
Izdano:	2024
Teme:	Linear factor models Multiple Testing Pairwise Testing Sharpe Performance
Online pristup:	Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM

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