Identification-robust inference on risk premia of mimicking portfolios of non-traded factors

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Kleibergen, Frank (VerfasserIn)
Weitere Verfasser: Zhang, Zhaoguo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
asset pricing > economic factor > mimicking portfolio > non-standard distribution > robust inference > Aufsatz in Zeitschrift
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