Identification-Robust Inference on Risk Premia of Mimicking...

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Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors

Kleibergen, Frank, Zhan, Zhaoguo
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Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nby005
Date:
March, 2018
File:
PDF, 888 KB
english, 2018
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