Items where Author is "Hagmann, Matthias"

Monograph

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.