Mimicking portfolios, economic risk premia, and tests of multi-beta models
Pierluigi Balduzzi and Cesare Robotti
| Year of publication: |
2008
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|---|---|
| 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 876122-X. - Vol. 26.2008, 3, p. 354-368
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| Subject: | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003754195