Linear Factor Models and the Estimation of Expected Returns
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
- Seminars Econometric Institute
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Matthijs van Zon, Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)