Items where Author is "Hagmann, Matthias"

Number of items: 2.

Working paper

Efficient estimation of a semiparametric characteristic-based factor model of security returns. (2007) Connor, Gregory; Hagmann, Matthias; Linton, Oliver

Efficient estimation of a semiparametric characteristic-based factor model of security returns. (2007) Connor, Gregory; Hagmann, Matthias; Linton, Oliver

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Working paper