Efficient mimicking portfolios in asset pricing tests
Year of publication: |
2021
|
---|---|
Authors: | Kim, Jinyong ; Kim, Kun Ho ; Lee, Jeong Hwan |
Published in: |
The Korean economic review. - Seoul : KEA, ZDB-ID 2757469-6. - Vol. 37.2021, 2, p. 399-417
|
Subject: | Asset Pricing Test | Nontraded Factor | Efficient Mimicking Portfolio | Power | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
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