
Estimating Latent Asset-Pricing Factors
Author(s) -
Martin Lettau,
Markus Pelger
Publication year - 2018
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w24618
Subject(s) - capital asset pricing model , consumption based capital asset pricing model , econometrics , economics , latent variable , financial economics , computer science , artificial intelligence