Daniel Tsvetanov

University of East Anglia (UEA) - Norwich Business School

Norwich Research Park

Norfolk

Norwich, NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Best of the Best: A Comparison of Factor Models

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 95 Posted: 15 May 2018
Shamim Ahmed, Ziwen Bu and Daniel Tsvetanov
University of Liverpool Management School, University of Birmingham - Birmingham Business School and University of East Anglia (UEA) - Norwich Business School
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Citation 2

Abstract:

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Asset Pricing Model, Factor Model, Model Evaluation