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Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/164676
Description: Estimates of the cost of equity are often sensitive to the specification of the linear factor model used in their construction. In this article, we use techniques developed for high-dimensional factor ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/12120
Description: The use of principal component techniques to estimate approximate factor models with large cross-sectional dimension is now well established. However, recent work by Inklaar, R. J., J. Jacobs and W. R ... More
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/10507
Description: We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method of mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindona ... More
Full Text: Full Text
Reviewed: Reviewed
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