On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Year of publication: |
2014
|
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Authors: | Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Arbitrage | CAPM |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1534727 [DOI] |
Classification: | G12 - Asset Pricing ; C12 - Hypothesis Testing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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