Mimicking portfolios economic risk premia and tests of multi-beta models
Balduzzi, Pierluigi and Robotti, Cesare
Mimicking portfolios economic risk premia and tests of multi-beta models 2008 - 2008 - 354-368 V. 26 Issue. 3
Business & Economic Statistics
Mimicking portfolios;Economic risk premia;Linear factor models;
Mimicking portfolios economic risk premia and tests of multi-beta models 2008 - 2008 - 354-368 V. 26 Issue. 3
Business & Economic Statistics
Mimicking portfolios;Economic risk premia;Linear factor models;