Estimation and test of a simple model of robust capital asset pricing : an info-metrics approach
Year of publication: |
2024
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Authors: | García-Feijóo, Luis ; Viale, Ariel M. |
Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 24.2024, 2, p. 213-235
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Subject: | ambiguity | GME | info-metrics | relative entropy | robust empirical asset pricing | CAPM | Entropie | Entropy | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Schätzung | Estimation |
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