ST-metric Estimation of Factor Exposures

Nadima El-Hassan Anthony Hall Ilknur Tulunay

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Publisher:: David Publishing Company
Publication Type:: Journal Article
Citation:: Journal of Mathematics and System Science, 2020, 10, (2), pp. 32-43
Issue Date:: 2020-02-28

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Field	Value	Language
dc.contributor.author	Nadima El-Hassan
dc.contributor.author	Anthony Hall
dc.contributor.author	Ilknur Tulunay
dc.date.accessioned	2020-12-14T08:31:10Z
dc.date.available	2020-12-14T08:31:10Z
dc.date.issued	2020-02-28
dc.identifier.citation	Journal of Mathematics and System Science, 2020, 10, (2), pp. 32-43
dc.identifier.issn	2159-5291
dc.identifier.issn	2159-5305
dc.identifier.uri	http://hdl.handle.net/10453/144686
dc.language	en
dc.publisher	David Publishing Company
dc.publisher	http://www.davidpublisher.org/index.php/Home/Article/index?id=44124.html
dc.relation.ispartof	Journal of Mathematics and System Science
dc.relation.isbasedon	10.17265/2159-5291/2020.02.005
dc.rights	info:eu-repo/semantics/openAccess
dc.title	ST-metric Estimation of Factor Exposures
dc.type	Journal Article
utslib.citation.volume	10
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney
utslib.copyright.status	open_access	*
pubs.consider-herdc	true
dc.date.updated	2020-12-14T08:31:04Z
pubs.issue	2
pubs.publication-status	Published
pubs.volume	10
utslib.citation.issue	2

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