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  1. Portfolio performance of linear SDF models
    an out-of-sample assessment
    Author: Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín
    Published: [2018]
    Publisher:  IGIER, Università Bocconi, Milano, Italy

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
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    Content information
    Volltext (kostenfrei)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: February, 2018
    Series: Working paper series / IGIER ; n. 627
    Subjects: Linear asset pricing models; Stochastic discount factor; Portfolio selection; Out-of-sample performance
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
    Notes:

    Richtiger Name des 3. Verfassers: Martín Lozano-Banda