Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
Jinyong Kim, Kun Ho Kim, Jeong Hwan Lee
| Year of publication: |
2021
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|---|---|
| Authors: | Kim, Jinyong ; Kim, Kun Ho ; Lee, Jeong Hwan |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-12
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| Subject: | Benchmark span | Full-rank mimicking portfolios | Hansen-Jagannathan distance | Nontraded factors | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101453 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822275