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C - Mathematical and Quantitative Methods

C0 - General

C01 - Econometrics

C02 - Mathematical Methods

C1 - Econometric and Statistical Methods and Methodology: General

C10 - General

C11 - Bayesian Analysis: General

C12 - Hypothesis Testing: General

C13 - Estimation: General

C14 - Semiparametric and Nonparametric Methods: General

C15 - Statistical Simulation Methods: General

C16 - Specific Distributions

C18 - Methodological Issues: General

C2 - Single Equation Models; Single Variables

C20 - General

C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions

C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

C23 - Panel Data Models; Spatio-temporal Models

C24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

C25 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

C26 - Instrumental Variables (IV) Estimation

C3 - Multiple or Simultaneous Equation Models; Multiple Variables

C30 - General

C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

C33 - Panel Data Models; Spatio-temporal Models

C34 - Truncated and Censored Models; Switching Regression Models

C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Models

C4 - Econometric and Statistical Methods: Special Topics

C40 - General

C41 - Duration Analysis; Optimal Timing Strategies

C43 - Index Numbers and Aggregation

C45 - Neural Networks and Related Topics

C49 - Other

C5 - Econometric Modeling

C50 - General

C51 - Model Construction and Estimation

C52 - Model Evaluation, Validation, and Selection

C53 - Forecasting and Prediction Methods; Simulation Methods

C55 - Large Data Sets: Modeling and Analysis

C57 - Econometrics of Games and Auctions

C58 - Financial Econometrics

C59 - Other

C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

C61 - Optimization Techniques; Programming Models; Dynamic Analysis

C63 - Computational Techniques; Simulation Modeling

C65 - Miscellaneous Mathematical Tools

C8 - Data Collection and Data Estimation Methodology; Computer Programs

C80 - General

D - Microeconomics

D1 - Household Behavior and Family Economics

D14 - Household Saving; Personal Finance

D2 - Production and Organizations

D23 - Organizational Behavior; Transaction Costs; Property Rights

D4 - Market Structure, Pricing, and Design

D49 - Other

D8 - Information, Knowledge, and Uncertainty

D80 - General

D82 - Asymmetric and Private Information; Mechanism Design

D84 - Expectations; Speculations

E - Macroeconomics and Monetary Economics

E0 - General

E00 - General

E1 - General Aggregative Models

E17 - Forecasting and Simulation: Models and Applications

E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy

E27 - Forecasting and Simulation: Models and Applications

E3 - Prices, Business Fluctuations, and Cycles

E30 - General

E32 - Business Fluctuations; Cycles

E37 - Forecasting and Simulation: Models and Applications

E4 - Money and Interest Rates

E43 - Interest Rates: Determination, Term Structure, and Effects

E44 - Financial Markets and the Macroeconomy

E47 - Forecasting and Simulation: Models and Applications

E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit

E50 - General

E51 - Money Supply; Credit; Money Multipliers

E52 - Monetary Policy

E58 - Central Banks and Their Policies

E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook

E65 - Studies of Particular Policy Episodes

F - International Economics

F3 - International Finance

F31 - Foreign Exchange

F37 - International Finance Forecasting and Simulation: Models and Applications

G - Financial Economics

G0 - General

G00 - General

G01 - Financial Crises

G02 - Behavioral Finance: Underlying Principles

G1 - General Financial Markets

G10 - General

G11 - Portfolio Choice; Investment Decisions

G12 - Asset Pricing; Trading volume; Bond Interest Rates

G13 - Contingent Pricing; Futures Pricing

G14 - Information and Market Efficiency; Event Studies; Insider Trading

G15 - International Financial Markets

G17 - Financial Forecasting and Simulation

G18 - Government Policy and Regulation

G2 - Financial Institutions and Services

G20 - General

G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages

G22 - Insurance; Insurance Companies; Actuarial Studies

G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

G24 - Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies

G28 - Government Policy and Regulation

G3 - Corporate Finance and Governance

G31 - Capital Budgeting; Fixed Investment and Inventory Studies; Capacity

G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

G33 - Bankruptcy; Liquidation

G4 - Behavioral Finance

G5 - Household Finance

G50 - General

H - Public Economics

H6 - National Budget, Deficit, and Debt

H63 - Debt; Debt Management; Sovereign Debt

J - Labor and Demographic Economics

J0 - General

J01 - Labor Economics: General

J3 - Wages, Compensation, and Labor Costs

J31 - Wage Level and Structure; Wage Differentials

K - Law and Economics

K4 - Legal Procedure, the Legal System, and Illegal Behavior

M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics

M4 - Accounting and Auditing

M41 - Accounting

Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics

Q4 - Energy

Q43 - Energy and the Macroeconomy

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Journal Article

Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors Get access

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M Hashem Pesaran and Ron P Smith

Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae029, https://doi.org/10.1093/jjfinec/nbae029

Published: 02 December 2024

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