Duality in mean-variance frontiers with conditioning information
Year of publication: |
September 2016
|
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Authors: | Peñaranda, Francisco ; Sentana, Enrique |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part B, p. 762-785
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Subject: | Asset pricing | Conditional moment restrictions | Dynamic portfolio strategies | Representing portfolios | Sieve minimum distance | Stochastic discount factors | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income |
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