Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Peñaranda, Francisco ; Sentana, Enrique |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 170.2012, 2, p. 303-325
|