Latent Fundamentals Arbitrage with a Mixed Effects Factor Model.
In: Brazilian Review of Finance / Revista Brasileira de Finanças, Jg. 10 (2012-09-01), Heft 3, S. 317-335
Online
academicJournal
Zugriff:
Titel: |
Latent Fundamentals Arbitrage with a Mixed Effects Factor Model.
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Autor/in / Beteiligte Person: | Gonçalves, Andrei Salem ; Iquiapaza, Robert Aldo ; Aureliano Angel Bressan |
Link: | |
Zeitschrift: | Brazilian Review of Finance / Revista Brasileira de Finanças, Jg. 10 (2012-09-01), Heft 3, S. 317-335 |
Veröffentlichung: | 2012 |
Medientyp: | academicJournal |
ISSN: | 1679-0731 (print) |
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