The exact distribution of the Hansen-Jagannathan bound
Year of publication: |
July 2016
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Authors: | Kan, Raymond ; Robotti, Cesare |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 7, p. 1915-1943
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Subject: | Hansen-Jagannathan bounds | finite-sample distributions | maximum likelihood estimators | in-sample arbitrage portfolios | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | CAPM | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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