Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353)
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scientific article; zbMATH DE number 7729861
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| English | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds |
scientific article; zbMATH DE number 7729861 |
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Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (English)
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18 August 2023
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identification-robust inference
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asset pricing
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spanning
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benchmark neutrality
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mimicking portfolios
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missing factors
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