Quantifying equity risk premia : financial economic theory and high-dimensional statistical methods

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dc.contributor Eberhard Karls Universität Tübingen de_DE
dc.contributor.author Hanenberg, Constantin de_DE
dc.date.accessioned 2024-03-15T09:29:03Z
dc.date.available 2024-03-15T09:29:03Z
dc.date.issued 2023 de_DE
dc.identifier.uri http://hdl.handle.net/10900/152001
dc.language.iso en
dc.publisher Tübingen de_DE
dc.relation.uri http://dx.doi.org/10.15496/publikation-92084 de_DE
dc.title Quantifying equity risk premia : financial economic theory and high-dimensional statistical methods de_DE
dc.type PhDThesis de_DE
utue.kommentar.intern Erscheint auch als Online-Ausgabe de_DE
utue.personen.roh Hanenberg, Constantin de_DE
utue.publikation.seitengesamt iv, 183 Seiten de_DE
utue.titel.verfasserangabe vorgelegt von Constantin Hanenberg de_DE
utue.publikation.abrufzeichen tdis de_DE
utue.publikation.swbdatum 2402 de_DE
utue.publikation.fachbereich 40 de_DE
utue.publikation.fakultaet 6 de_DE
utue.artikel.ppn 1881431495 de_DE


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