Portfolio performance of linear SDF models: an out-of-sample assessment (vol 18, pg 1425, 2018)

被引:0
作者
Guidolin, M. [1 ]
Hansen, E. [1 ]
Lozano-Banda, M. [1 ]
机构
[1] Univ Chile, Sch Econ & Business, Dept Business Adm, Santiago, Chile
关键词
D O I
10.1080/14697688.2018.1497878
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页数:1
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  • [1] Portfolio performance of linear SDF models: an out-of-sample assessment
    Guidolin, Massimo
    Hansen, Erwin
    Lozano-Banda, Martin
    [J]. QUANTITATIVE FINANCE, 2018, 18 (08) : 1425 - 1436