Estimating preference parameters from stock returns using simulated method of moments
Year of publication: |
March 2016
|
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Authors: | Biswas, Anindya Kumar ; Mandal, Biwwajit |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 11.2016, 1, p. 1-13
|
Subject: | Asset pricing | preference parameters | simulated method of moments | generalized method of moments | Theorie | Theory | Momentenmethode | Method of moments | Simulation | CAPM | Kapitaleinkommen | Capital income |
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