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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
Department of Economics and Business, Universitat …
-
2010
Two main approaches are commonly used to empirically evaluate linear
factor
pricing
models: regression and SDF methods …
Persistent link: https://www.econbiz.de/10008560467
Saved in:
2
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Peñaranda, Francisco
;
Sentana, Enrique
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2010
Two main approaches are commonly used to empirically evaluate linear
factor
pricing
models: regression and SDF methods …
Persistent link: https://www.econbiz.de/10010547448
Saved in:
3
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Peñaranda, Francisco
;
Sentana, Enrique
-
C.E.P.R. Discussion Papers
-
2010
Two main approaches are commonly used to empirically evaluate linear
factor
pricing
models: regression and SDF methods …
Persistent link: https://www.econbiz.de/10008466351
Saved in:
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