Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
Year of publication: |
1998-08
|
---|---|
Authors: | Otrok, Christopher ; Ravikumar, B. ; Whiteman, Charles H. |
Institutions: | Department of Economics, Tippie College of Business |
Subject: | Equity Premium | Asset Pricing | Spectral Analysis |
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