SMEAL WIKI

The Poor Predictive Performance of Asset Pricing Models

Timothy T. Simin
Year2008
VenueJournal of Financial and Quantitative Analysis
Typearticle
Citations111
DOI10.1017/s0022109000003550
OpenAlexW2158452825

Topics

Financial Markets and Investment StrategiesEconometricsCapital asset pricing modelPortfolioEquity (law)Benchmark (surveying)