Comment on: pseudo-true SDFs in conditional asset pricing models
Year of publication: |
2020
|
---|---|
Authors: | Ludvigson, Sydney C. |
Other Persons: | Antoine, Bertille (contributor) ; Proulx, Kevin (contributor) ; Renault, Eric (contributor) |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 4, p. 721-728
|
Subject: | Theorie | Theory | CAPM |
Description of contents: | Description [doi.org] |
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Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele, (1993)
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Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles, (1993)
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Gallati, Reto Rolf, (1993)
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Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille, (2020)
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Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille, (2020)
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Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter, (2020)
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