Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors

DOI10.2139/SSRN.2579821MaRDI QIDQ5978579FDO

Authors Raymond Kan, Cesare Robotti, Nikolay Gospodinov

Publication date 2013

Published in SSRN Electronic Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2139/SSRN.2579821

Cited in

(1)

• intrinsicFRP

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