Tradable or nontradable factors : what does the Hansen-Jagannathan distance tell us?
Xiang Zhang, Yangyi Liu, Kun Wu, Bertrand Maillet
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Xiang ; Liu, Yangyi ; Wu, Kun ; Maillet, Bertrand |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 853-879
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| Subject: | Factors mimicking portfolios | Hansen-Jagannathan distance | Misspecification errors | Tradable and nontradable factors | Theorie | Theory | Nicht-handelbare Güter | Non-tradables | CAPM | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012630782