Evaluating asset pricing models using the second Hansen-Jagannathan distance
Year of publication: |
2010
|
---|---|
Authors: | Li, Haitao ; Xu, Yuewu ; Zhang, Xiaoyan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 97.2010, 2, p. 279-301
|
Subject: | CAPM |
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