Kristensen, Dennis; Ang, Andrew - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … estimators to portfolio choice and consump-
tion problems. Our work is the rst, to our knowledge, to use nonparametric …