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Long-term investment and net-worth building with limited contract enforcement
Uras, Burak
credit markets / financial economicsResource overview

Long-term investment and net-worth building with limited contract enforcement

Paper2016

by Uras, Burak

Tags
credit marketsfinancial economics

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Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

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