Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach"
written by Jau-Lian Jeng, Qingfeng Wilson Liu,
published by Journal of Mathematical Finance, Vol.2 No.3, 2012

has been cited by the following article(s):

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[2]	Finding Essential Variables in Empirical Asset Pricing Models
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[3]	Analyzing Event Statistics in Corporate Finance: Methodologies, Evidences, and Critiques
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[4]	Bootstrapping and Allocation of Assets on Stock Markets in Africa
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[5]	Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio
	2013

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[2]	Empirical Asset Pricing Models 2018 DOI:10.1007/978-3-319-74192-5_4

[3]	Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio Journal of Mathematical Finance, 2013 DOI:10.4236/jmf.2013.31A014

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