Media type: E-Book Title: Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference Contributor: Beaulieu, Marie-Claude [Author]; Dufour, Jean-Marie [Author]; Khalaf, Linda [Author] Published: Montréal (Québec): CIREQ, Université de Montréal, [2020] Published in: Cahier ; 2020,15 Extent: 1 Online-Ressource (circa 61 Seiten); Illustrationen Language: English Keywords: capital asset pricing model ; CAPM ; Arbitrage Pricing Theory ; Black ; Fama-French factors ; meanvariance efficiency ; non-normality ; weak identification ; identification-robust ; projection ; Fieller ; multivariate linear regression ; uniform linear hypothesis ; exact test ; Monte Carlo test ; bootstrap ; nuisance parameters ; Graue Literatur Origination: Footnote: Access State: Open Access