The 'Out-of-Sample' Performance of Long-Run Risk Models
Year of publication: |
2011
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Nallareddy, Suresh (contributor) ; Xie, Biqin (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (67 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1784571 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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