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Evaluating Portfolio Performance with Stochastic Discount Factors
Dahlquist, Magnus
;
Söderlind, Paul
-
C.E.P.R. Discussion Papers
-
1997
experiments to examine the small sample properties of generalized method of moment (
GMM
)
estimators
. Both size and power …
Persistent link: https://www.econbiz.de/10005791557
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