Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353)

From MaRDI portal
scientific article; zbMATH DE number 7729861
Language Label Description Also known as
English
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
scientific article; zbMATH DE number 7729861

    Statements

    Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 August 2023
    0 references
    identification-robust inference
    0 references
    asset pricing
    0 references
    spanning
    0 references
    benchmark neutrality
    0 references
    mimicking portfolios
    0 references
    missing factors
    0 references

    Identifiers