Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models
| Year of publication: |
2008
|
|---|---|
| Authors: | Balduzzi, Pierluigi ; Robotti, Cesare |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 26.2008, 3, p. 354-368
|