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~accessRights:"restricted"
~person:"Kan, Raymond"
~subject:"Portfolio-Management"
~subject:"Schätztheorie"
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Portfolio-Management
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8
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4
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3
Method of moments
2
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Kan, Raymond
Zaremba, Adam
19
Fabozzi, Frank J.
9
Gospodinov, Nikolaj
5
Grobys, Klaus
5
Hens, Thorsten
5
Jarrow, Robert A.
5
Kim, Saejoon
5
Robotti, Cesare
5
Sehgal, Sanjay
5
Sentana, Enrique
5
Zhang, Lu
5
Branger, Nicole
4
Cong, Lin William
4
Escobar, Marcos
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Evstigneev, Igor V.
4
Hou, Kewei
4
Karathanasopoulos, Andreas
4
Kelly, Bryan T.
4
Lee, Cheng F.
4
Lin, Qi
4
Lioui, Abraham
4
Satchell, Stephen
4
Umutlu, Mehmet
4
Xue, Chen
4
Zhong, Angel
4
An, Yunbi
3
Auer, Benjamin R.
3
Belkov, Sergei
3
Berk, Jonathan B.
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Binsbergen, Jules H. van
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Blitz, David
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Buchner, Axel
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Cakici, Nusret
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Dindo, Pietro
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Dobrynskaja, V. V.
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China finance review international
1
Econometric reviews
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
2
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 695-718
Persistent link: https://www.econbiz.de/10012040404
Saved in:
3
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
4
The exact distribution of the Hansen-Jagannathan bound
Kan, Raymond
;
Robotti, Cesare
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 1915-1943
Persistent link: https://www.econbiz.de/10011518611
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