Yuliya Plyakha, Raman Uppal, Grigory Vilkov: Does the choice of weighting scheme used to form test portfolios influence inferences drawn from empirical tests of asset pricing?
University of Luxembourg
EDHEC Business School
Mannheim University and Goethe University Frankfurt
|Type :||Working paper|
|Date :||le 07/04/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|