Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors
Kleibergen, Frank, Zhan, ZhaoguoLanguage:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nby005
Date:
March, 2018
File:
PDF, 888 KB
english, 2018