Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Pierluigi Balduzzi and Cesare Robotti
| Year of publication: |
2001
|
|---|---|
| Authors: | Balduzzi, Pierluigi ; Robotti, Cesare |
| Publisher: |
[Atlanta] |
| Subject: | Risikoprämie | Risk premium | CAPM | Core | Schätzung | Estimation | Theorie | Theory | USA | United States |
| Extent: | 43 S |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga., ZDB-ID 2171118-5. - Vol. 2001,24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001630681