Pages that link to "Item:Q1753053"

The following pages link to Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053):

Displaying 7 items.

• Tests of risk premia in linear factor models (Q302111) (← links)
• On the estimation of asset pricing models using univariate betas (Q631271) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Investor overconfidence and the security market line: new evidence from China (Q2661658) (← links)
• Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
• Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)