Pages that link to "Item:Q528047"
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The following pages link to Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047):
Displaying 4 items.
- Optimal asymptotic least squares estimation in a singular set-up (Q498873) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
- Finite underidentification (Q6199633) (← links)
