Identification robust testing of risk premia in finite samples
Year of publication: |
2023
|
---|---|
Authors: | Kleibergen, Frank ; Kong, Lingwei ; Zhan, Zhaoguo |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 2, p. 263-297
|
Subject: | asset pricing | finite samples | identification robust inference | risk premia | CAPM | Risikoprämie | Risk premium | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory |
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