Equilibrium moment restrictions on asset returns : normal and crisis periods
Year of publication: |
2014
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Authors: | Simmons, Peter J. ; Tantisantiwong, Nongnuch |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 10/12, p. 1064-1089
|
Subject: | short-term traders | asset returns | equilibrium moment restrictions | correlation bound | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Finanzmarkt | Financial market | Börsenkurs | Share price |
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