条件付モデルによる個別証券・属性ソートポートフォリオ収益率の評価:マクロ経済変数とファクター構造の時間変化の検証
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- Material Type
- 記事
- Author/Editor
- 竹原 均矢野 学
- Periodical title
- ファイナンス研究
- No. or year of volume/issue
- (27) 2001.6
- Issue
- 27
- Pages
- 1～16
- Publication date of volume/issue (W3CDTF)
- 2001-06
- ISSN (Periodical Title)
- 0289-7334