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Risk premium
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Kleibergen, Frank
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Journal of financial econometrics
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Tests of risk premia in linear factor models
Kleibergen, Frank
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10003833785
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2
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
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3
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
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4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
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5
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
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6
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
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7
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
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