Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Bertille Antoine, Kevin Proulx, and Eric Renault
| Year of publication: |
2020
|
|---|---|
| Authors: | Antoine, Bertille ; Proulx, Kevin ; Renault, Eric |
| Other Persons: | Hansen, Lars Peter (contributor) ; Ludvigson, Sydney C. (contributor) ; Kan, Raymond (contributor) ; Robotti, Cesare (contributor) ; Gagliardini, Patrick (contributor) ; Ronchetti, Diego (contributor) |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 4, p. 776-790
|
| Subject: | CAPM | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012405523