Estimating asset pricing models with frictions (Q1783453)
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scientific article; zbMATH DE number 6940893
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| English | Estimating asset pricing models with frictions |
scientific article; zbMATH DE number 6940893 |
Statements
Estimating asset pricing models with frictions (English)
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21 September 2018
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consumption-based asset pricing
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moment inequalities
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risk aversion
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transactions costs
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0.8269135355949402
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0.7474608421325684
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0.7474039793014526
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0.7473941445350647
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