Specifcation risk and calibration effects of a multi-factor portfolio model

Fischer M, Dorfleitner G, Geidosch M (2012)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2012

Journal

Journal of Fixed Income Institutional Investor Systems

Publisher: Institutional Investor Systems

Book Volume: 22

Pages Range: 7-24

Journal Issue: 1

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

Involved external institutions

Universität Regensburg DE Germany (DE)

How to cite

APA:

Fischer, M., Dorfleitner, G., & Geidosch, M. (2012). Specifcation risk and calibration effects of a multi-factor portfolio model. Journal of Fixed Income, 22(1), 7-24.

MLA:

Fischer, Matthias, Gregor Dorfleitner, and Marco Geidosch. "Specifcation risk and calibration effects of a multi-factor portfolio model." Journal of Fixed Income 22.1 (2012): 7-24.

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