Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD

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Date: 2012-05-28 17:49:11 Estimation theory Mathematical finance Statistical inference M-estimators Capital asset pricing model Beta Fama–French three-factor model Estimator Maximum likelihood Statistics Financial economics Economics		Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD Add to Reading List Source URL: www.jasonhsu.org Download Document from Source Website File Size: 325,97 KB Share Document on Facebook

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