Risk-Premium PCA: Empirical Evaluation and Application to Risk-Premium Estimation

Additional Metadata
Keywords	PCA; factor; risk-premium
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/63351
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hogenhout, H.C.J. (2022, September). Risk-Premium PCA: Empirical Evaluation and Application to Risk-Premium Estimation. Econometrie. Retrieved from http://hdl.handle.net/2105/63351

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